Testing the univariate conditional CAPM in thinly traded markets
Year of publication: |
2002
|
---|---|
Authors: | Solibakke, Per Bjarte |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 12.2002, 10, p. 751-763
|
Subject: | CAPM | Schätzung | Estimation | Norwegen | Norway | ARMA-Modell | ARMA model |
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