Panel data analysis of multi-factor capital asset pricing models
Tariro Makwasha, Jill Wright and Param Silvapulle
| Year of publication: |
2019
|
|---|---|
| Authors: | Makwasha, Tariro ; Wright, Jill ; Silvapulle, Paramsothy |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 51.2019, 60, p. 6459-6475
|
| Subject: | Multi-factors | predictability | risk exposure | time fixed effects | volatility risk | CAPM | Volatilität | Volatility | Panel | Panel study | Prognoseverfahren | Forecasting model | Risiko | Risk | Schätzung | Estimation | Theorie | Theory | Zeit | Time |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2019.1619019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012197351