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Dr. Fatma Khalfallah
In this paper, we test a conditional version of the international asset pricing model, using the multivariate GARCH process of De Santis and Gerard (1998). The model is estimated, over the period January 1997-March 2007, for five markets: the global,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0b5c13d745f273fe954f5323bda8cca0
