Lucas Lucio GODEİRO

Testing the CAPM for the Brazilian Stock Market Using Multivariate GARCH between 1995 and 2012

Testing the CAPM for the Brazilian Stock Market Using Multivariate GARCH between 1995 and 2012

International Journal of Economics and Financial Issues

2013-Cilt: 3 Sayı: 2

253-275

CAPM, Multivariate GARCH, Dynamic betas

5863