Multiscale test of CAPM for three Central and Eastern European stock markets
Silvo Dajčman, Mejra Festić; Alenka Kavkler
| Year of publication: |
2013
|
|---|---|
| Authors: | Dajčman, Silvo ; Festić, Mejra ; Kavkler, Alenka |
| Published in: |
Journal of business economics and management. - Vilnius : VTGU Press Technika, ISSN 1611-1699, ZDB-ID 2208925-1. - Vol. 14.2013, 1, p. 54-76
|
| Subject: | stock market | CAPM | Central and Eastern Europe | wavelet analysis | generalized method of moments | systematic risk | Aktienmarkt | Stock market | Marktrisiko | Market risk | Zustandsraummodell | State space model | Schätzung | Estimation | Slowenien | Slovenia | Ungarn | Hungary | Tschechien | Czech Republic |
| 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/10009732739