Testing and determining arbitrage pricing structure from regressions on macro variables
Year of publication: |
1992
|
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Authors: | Cragg, John G. ; Donald, Stephen G. |
Publisher: |
Vancouver : UBC |
Subject: | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Arbitrage Pricing | Arbitrage pricing | Statistischer Test | Statistical test | CAPM |
Extent: | 37 S |
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Series: | Discussion paper / University of British Columbia, Department of Economics. - Vancouver, ZDB-ID 2649654-9. - Vol. 92-14 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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