• Title of article

    Testing the conditional CAPM and the effect of\Intervaling: A note

  • Author/Authors

    Timothy J. Brailsford، نويسنده , , Robert W. Faff، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1997
  • Pages
    11
  • From page
    527
  • To page
    537
  • Keywords
    GARCH , \Interva1ing , Conditional CAPM
  • Journal title
    Pacific-Basin Finance Journal
  • Serial Year
    1997
  • Journal title
    Pacific-Basin Finance Journal
  • Record number

    249209