Asset pricing with a factor arch covariance structure: empirical estimates for treasury bills
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
1988
|
| Schriftenreihe: | NBER Technical paper series
Technical working paper ; 65 |
| Schlagworte: | |
| Beschreibung: | 31 S. |
Internformat
MARC
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Datensatz im Suchindex
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| author | Engle, Robert F. 1942- Ng, Victor K. Rothschild, Michael 1942- |
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| spelling | Engle, Robert F. 1942- Verfasser (DE-588)128388528 aut Asset pricing with a factor arch covariance structure empirical estimates for treasury bills Robert F. Engle ; Victor Ng ; Michael Rothschild Cambridge, Mass. National Bureau of Economic Research 1988 31 S. txt rdacontent n rdamedia nc rdacarrier NBER Technical paper series : Technical working paper 65 (DE-588)4016928-5 Festschrift gnd-content Ng, Victor K. Verfasser (DE-588)170677532 aut Rothschild, Michael 1942- Verfasser (DE-588)129392359 aut NBER Technical paper series Technical working paper ; 65 (DE-604)BV005628090 65 |
| spellingShingle | Engle, Robert F. 1942- Ng, Victor K. Rothschild, Michael 1942- Asset pricing with a factor arch covariance structure empirical estimates for treasury bills NBER Technical paper series |
| subject_GND | (DE-588)4016928-5 |
| title | Asset pricing with a factor arch covariance structure empirical estimates for treasury bills |
| title_auth | Asset pricing with a factor arch covariance structure empirical estimates for treasury bills |
| title_exact_search | Asset pricing with a factor arch covariance structure empirical estimates for treasury bills |
| title_full | Asset pricing with a factor arch covariance structure empirical estimates for treasury bills Robert F. Engle ; Victor Ng ; Michael Rothschild |
| title_fullStr | Asset pricing with a factor arch covariance structure empirical estimates for treasury bills Robert F. Engle ; Victor Ng ; Michael Rothschild |
| title_full_unstemmed | Asset pricing with a factor arch covariance structure empirical estimates for treasury bills Robert F. Engle ; Victor Ng ; Michael Rothschild |
| title_short | Asset pricing with a factor arch covariance structure |
| title_sort | asset pricing with a factor arch covariance structure empirical estimates for treasury bills |
| title_sub | empirical estimates for treasury bills |
| topic_facet | Festschrift |
| volume_link | (DE-604)BV005628090 |
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