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The CAPM with time-varying covariances: Can the Conditional CAPM with a GARCH-M representation outperform the traditional CAPM?

Name: The CAPM with time-varying covariances: Can the Conditional CAPM with a GARCH-M representation outperform the traditional CAPM?
Brand: Sebastian Wilde
SKU: 8227367

Brand : Books on Demand, Binding : Taschenbuch, Edition : 1., Label : GRIN Verlag, Publisher : GRIN Verlag, medium : Taschenbuch, numberOfPages : 28, publicationDate : 2022-08-05, releaseDate : 2022-08-05, authors : Sebastian Wilde, ISBN : 3346707601

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The CAPM with time-varying covariances: Can the Conditional CAPM with a GARCH-M representation outperform the traditional CAPM?