Evaluating Time-Series Restrictions for Cross-Sections of Expected Returns : Multifactor CCAPMs
Year of publication: |
[2021]
|
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Authors: | Kim, Jinyong |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | CAPM | Kapitaleinkommen | Capital income | Theorie | Theory | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource (43 p) |
---|---|
Series: | KAIST College of Business Working Paper Series ; No. 2010-006 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 1, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1635652 [DOI] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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