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A multivariate conditional CAPM with threshold ARCH specifications

  • F. Hamelink
  • , M. Hoesli

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

Original languageEnglish
Title of host publicationAdvances in Investment Analysis and Portfolio Management
Place of PublicationNew York
PublisherJAI Press Inc
Pages217-234
Publication statusPublished - 1998

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