%0 Generic
%T Asset pricing using Block-Cholesky GARCH and time-varying betas
%A Grassi, Stefano
%A Violante, Francesco
%I Center for Research in Economics and Statistics
%K Cholesky decomposition
%K Multivariate GARCH
%K Asset Pricing
%K Time Varying Beta
%K Two Pass Regression
%K Graue Literatur
%D [2021]
%C Center for Research in Economics and Statistics
%C Palaiseau, France
%U http://slubdd.de/katalog?TN_libero_mab2
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