Modeling common volatility characteristics and dynamic risk premia in European equity markets

Gregory Koutmos, Johan Knif, George Philippatos

Forskningsoutput: Tidskriftsbidrag › Artikel › Vetenskaplig › Peer review

1 Citeringar (Scopus)

Originalspråk	Engelska
Referentgranskad vetenskaplig tidskrift	The Quarterly Review of Economics and Finance
Volym	48
Sidor (från-till)	567-578
Antal sidor	12
ISSN	1062-9769
Status	Publicerad - 2008
MoE-publikationstyp	A1 Originalartikel i en vetenskaplig tidskrift

OpenUrl-tillgänglighet

@article{6fdd22be902f40758e3ff5c94c466306,

title = "Modeling common volatility characteristics and dynamic risk premia in European equity markets",

author = "Gregory Koutmos and Johan Knif and George Philippatos",

year = "2008",

language = "English",

volume = "48",

pages = "567--578",

journal = "The Quarterly Review of Economics and Finance",

issn = "1062-9769",

publisher = "Elsevier BV * North-Holland",

}