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
29
From page
1
To page
29
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