Nonlinearity and endogeneity in marco-asset pricing
Year of publication: |
1997 ; [Elektronische Ressource]
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Other Persons: | Hiemstra, Craig (contributor) ; Kramer, Charles (contributor) |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 2.1997, 3, p. 61-76
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Subject: | Arbitrage Pricing | Arbitrage pricing | CAPM | Kausalanalyse | Causality analysis | Theorie | Theory | Nichtlineare Regression | Nonlinear regression |
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