مرکز منطقه ای اطلاع رساني علوم و فناوري - Market segmentation and time variation\In the price of risk: Evidence on the Korean stock market

Title of article :

Market segmentation and time variation\In the price of risk: Evidence on the Korean stock market

Author/Authors :

Kee-Hong Bae، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1995

Pages :

From page :

To page :

Keywords :

Time-varying price of risk , Kalman filter , GARCH-M

Journal title :

Pacific-Basin Finance Journal

Serial Year :

1995

Journal title :

Pacific-Basin Finance Journal

Record number :

249117

Link To Document :