Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology
Year of publication: |
June 2009
|
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Authors: | Kan, Raymond |
Other Persons: | Robotti, Cesare (contributor) ; Shanken, Jay (contributor) |
Institutions: | National Bureau of Economic Research (contributor) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Schätztheorie | Estimation theory | CAPM | Risikoprämie | Risk premium | Querschnittsanalyse | Cross-section analysis |
Extent: | 1 Online-Ressource |
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Series: | NBER working paper series ; no. w15047 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Mode of access: World Wide Web System requirements: Adobe [Acrobat] Reader required for PDF files Hardcopy version available to institutional subscribers. |
Other identifiers: | 10.3386/w15047 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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Pricing model performance and the two-pass cross-sectional regression methodology
Kan, Raymond, (2009)
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