Econometric asset pricing modelling
Year of publication: |
2008
|
---|---|
Authors: | Bertholon, Henri ; Monfort, Alain ; Pegoraro, Fulvio |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 6.2008, 4, p. 407-458
|
Subject: | CAPM | Ökonometrisches Modell | Econometric model |
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