Supplementary Material for 'Asset Pricing Restrictions on Predictability : Frictions Matter'
| Year of publication: |
2011
|
|---|---|
| Authors: | de Roon, Frans |
| Other Persons: | Szymanowska, Marta (contributor) |
| Publisher: |
[2011]: [S.l.] : SSRN |
| Subject: | CAPM | Unvollkommener Markt | Incomplete market | Prognoseverfahren | Forecasting model | Transaktionskosten | Transaction costs | Zeitreihenanalyse | Time series analysis |
| Description of contents: |
This note contains supplementary material for "Asset Pricing Restrictions on Predictability: Frictions Matter."
|
freely available
| Extent: | 1 Online-Ressource (8 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 11, 2011 erstellt |
| Other identifiers: | 10.2139/ssrn.1764328 [DOI] |
| Classification: | G12 - Asset Pricing ; G17 - Financial Forecasting |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013129967