On the economic impact of modeling nonlinearities : the asset pricing example
Year of publication: |
2006
|
---|---|
Authors: | Bidarkota, Prasad V. |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 10.2006, 1, p. 65-76
|
Subject: | CAPM | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Autokorrelation | Autocorrelation |
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