Panel data analysis of multi-factor capital asset pricing models
Year of publication: |
2019
|
---|---|
Authors: | Makwasha, Tariro ; Wright, Jill ; Silvapulle, Paramsothy |
Subject: | Multi-factors | predictability | risk exposure | time fixed effects | volatility risk | CAPM | Volatilität | Volatility | Panel | Panel study | Schätzung | Estimation | Theorie | Theory | Risiko | Risk | Prognoseverfahren | Forecasting model | Welt | World |
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