Beta lives : some statistical perspectives on the capital asset pricing model
Year of publication: |
1999
|
---|---|
Authors: | Adcock, C. J. ; Clark, E. A. |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 5.1999, 3, p. 213-224
|
Subject: | CAPM | Betafaktor | Beta risk | ARCH-Modell | ARCH model | Theorie | Theory |
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