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Muhammad UsmanYusuf

Independent

United States

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Scholarly Papers (1)

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Capital Asset Pricing Model in Unconditional and Conditional Framework: Empirical Evidence from Emerging Economy of Pakistan

Posted: 08 Feb 2017
Waqar Ahmad, Kashif Hamid, Muhammad UsmanYusuf and Muhammad Hassan
Independent, University of Agriculture, Faisalabad - Institute of Business Management Sciences, Independent and Independent

Abstract:

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Unconditional and Conditional Multifactor CAPM, Conditional Beta, Market Beta, Time Varying Volatility, Risk Premiums, GARCH.