Tests of international CAPM with time-varying covariances
Year of publication: |
1989
|
---|---|
Authors: | Engel, Charles |
Other Persons: | Rodrigues, Anthony P. (contributor) |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 4.1989, 2, p. 119-138
|
Subject: | CAPM | Schätztheorie | Estimation theory | Theorie | Theory |
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