Structural analysis of portfolio risk using beta impulse response functions (Q4259388)
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scientific article; zbMATH DE number 1327200
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural analysis of portfolio risk using beta impulse response functions |
scientific article; zbMATH DE number 1327200 |
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Structural analysis of portfolio risk using beta impulse response functions (English)
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24 August 2000
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multivariate GARCH-Models
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asymmetry
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impulse response analysis
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CAPM
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