Title of article :
A multivariate GARCH model of risk premia in foreign exchange markets
Author/Authors :
Dimitrios Malliaropulos، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1997
Pages :
19
From page :
61
To page :
79
Keywords :
Risk premia in foreign exchange markets , Conditional volatility , Vector GARCH , CAPM
Journal title :
Economic Modelling
Serial Year :
1997
Journal title :
Economic Modelling
Record number :
227363
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=227363
