A New Test for the Detection of the Pricing Role of Aggregate Idiosyncratic Risk in the Predictive Regression
Year of publication: |
2013
|
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Authors: | Ruan, Tony |
Other Persons: | Sun, Qian (contributor) ; Xu, Yexiao (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Risiko | Risk | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (70 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 4, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2336015 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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