Arbitrage pricing with heterogeneous spatial effects and heteroscedastic disturbances
Year of publication: |
2023
|
---|---|
Authors: | Hu, Jianhua ; Ding, Hao ; Liu, Xiaoqian |
Subject: | conditional quasi-maximum-likelihood estimator | Fama-French models | heteroge-neous spatial arbitrage pricing model | heterogeneous spatial interaction | Räumliche Interaktion | Spatial interaction | CAPM | Arbitrage Pricing | Arbitrage pricing | Schätztheorie | Estimation theory | Regionalökonomik | Regional economics | Schätzung | Estimation | Arbitrage |
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