المؤلفون: Marie-Anne Cam, Vikash Ramiah

المساهمون: Cam, Marie Anne, Ramiah, Vikash

المصدر: BASE-Bielefeld Academic Search Engine

مصطلحات موضوعية: GARCH, Actuarial science, Consumption-based capital asset pricing model, Autoregressive conditional heteroskedasticity, Event study, General Business, Management and Accounting, asset pricing models, Corporate finance, Accounting, Systematic risk, abnormal returns, Econometrics, Economics, Capital asset pricing model, Expected return, Financial econometrics, event study, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4f01254ad31915f738beda03c04e4083
https://doi.org/10.1007/s11156-012-0338-4

المؤلفون: Don U.A. Galagedera

المصدر: International Journal of Theoretical and Applied Finance. 12:341-358

مصطلحات موضوعية: Return distribution, Empirical data, CAPM beta, downside beta, equilibrium pricing models, data generating processes, asset pricing, Market portfolio, Financial economics, Systematic risk, Economics, Capital asset pricing model, Portfolio, Downside beta, Volatility (finance), General Economics, Econometrics and Finance, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::869665040b3841a83cf973109fbb1f9f
https://doi.org/10.1142/s0219024909005257

المؤلفون: René Garcia, Eric Renault

المساهمون: Université de Montréal. Faculté des arts et des sciences. Département de sciences économiques

مصطلحات موضوعية: conditional beta pricing, modèles d'équilibre d'évaluation des actifs financiers avec variables latentes, [JEL:G12] Économie financière - Marchés financiers généraux - Prix des actifs, Latent variable, modèles à facteurs conditionnels, variables latentes, [JEL:G12] Financial Economics - General Financial Markets - Asset Pricing, Trading volume, Bond Interest Rates, Stochastic discount factor, Systematic risk, Econometrics, Economics, [JEL:G10] Économie financière - Marchés financiers généraux - Généralités, Capital asset pricing model, stochastic discount factors, latent variables, conditional beta icing, conditional factor models, equilibrium asset icing models with latent variables, equilibrium asset pricing models with latent variables, Factor analysis, latent variables, [JEL:G10] Financial Economics - General Financial Markets - General, Stochastic volatility, Mathematical finance, évaluation des actifs avec coefficients bêtas, jel:G12, jel:G10, Conditional independence, conditional factor models, stochastic discount factors, Mathematical economics, facteurs d'actualisation stochastiques

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4718795b5b532f5b13e3d6f85c9d15f7
http://hdl.handle.net/1866/326