Estimation of capital asset pricing model at different time scales application to French stock market
Najet Rhaiem, Saloua Ben Ammou and Anouar Ben Mabrouk
| Year of publication: |
2010
|
|---|---|
| Authors: | Rhaiem, Najet ; Ammou, Saloua Ben ; Mabrouk, Anouar Ben |
| Published in: |
The international journal of applied economics and finance. - Faisalabad : ANSInet, ISSN 1991-0886, ZDB-ID 2518114-2. - Vol. 4.2010, 3, p. 155-163
|
| Subject: | CAPM | Kapitaleinkommen | Capital income | Systemrisiko | Systemic risk | Schätzung | Estimation | Frankreich | France | 2002-2005 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009125326