Estimating the Conditional CAPM with Overlapping Data Inference
Year of publication: |
2013
|
---|---|
Authors: | Hedegaard, Esben |
Other Persons: | Hodrick, Robert J. (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | CAPM | Schätzung | Estimation | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (95 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 25, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2338718 [DOI] |
Classification: | C52 - Model Evaluation and Testing ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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