Does cointegration matter in the empirical analysis of the CAPM?
By Gerd Ronning
| Year of publication: |
1994
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|---|---|
| Authors: | Ronning, Gerd |
| Published in: |
Econometric analysis of financial markets. - Heidelberg : Physica-Verl., ISBN 0-387-91476-5. - 1994, p. 65-77
|
| Subject: | CAPM | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001284436