Mean reversion in asset returns and time non-separable preferences
Petr Zemčík
| Year of publication: |
2001
|
|---|---|
| Authors: | Zemčík, Petr |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 10.2001, 3, p. 223-245
|
| Subject: | CAPM | Präferenztheorie | Theory of preferences | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: International review of economics & finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001600978