Shaking the tree : an agency-theoretic model of asset pricing
Year of publication: |
2004
|
---|---|
Authors: | Shorish, Jamsheed ; Spear, Stephen E. |
Published in: |
Essays in dynamic general equilibrium theory ; Festschrift for David Cass ; with 3 tables. - Berlin [u. a.] : Springer, ISBN 3-540-22267-7. - 2004, p. 243-265
|
Subject: | Long memory | CAPM | Prinzipal-Agent-Theorie | Agency theory | Zeitreihenanalyse | Time series analysis | Heteroskedastizität | Heteroscedasticity |
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