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Structural Dynamic Analysis of Systematic Risk

Author

Listed:
  • Laurent Calvet

    (Department of Finance,HEC Paris)

  • Veronika Czellar

    (Department of Accounting, Law Finance and Economics, EDHEC Business School)

  • Christian Gouriéroux

    (CREST, Paris and Department of Economics, University of Toronto)

Abstract
No abstract is available for this item.

Suggested Citation

  • Laurent Calvet & Veronika Czellar & Christian Gouriéroux, 2016. "Structural Dynamic Analysis of Systematic Risk," Working Papers 2016-19, Center for Research in Economics and Statistics.
    • Handle: RePEc:crs:wpaper:2016-19
    as

    Download full text from publisher

    File URL: http://crest.science/RePEc/wpstorage/2016-19.pdf
    File Function: Crest working paper version
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