Decomposing the bias in time-series estimates of CAPM betas
Year of publication: |
September 2016
|
---|---|
Authors: | Malloch, H. ; Philip, R. ; Satchell, Stephen |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 43/45, p. 4291-4298
|
Subject: | Error in variables | beta | CAPM | bias | Zeitreihenanalyse | Time series analysis | Systematischer Fehler | Bias | Betafaktor | Beta risk | Schätzung | Estimation | Schätztheorie | Estimation theory |
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