| Original language | English |
|---|---|
| Title of host publication | Advances in Investment Analysis and Portfolio Management |
| Place of Publication | New York |
| Publisher | JAI Press Inc |
| Pages | 217-234 |
| Publication status | Published - 1998 |
A multivariate conditional CAPM with threshold ARCH specifications
F. Hamelink, M. Hoesli
Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review