Tests of the CAPM under structural changes
Year of publication: |
2005
|
---|---|
Authors: | Huang, Ho-chuan ; Cheng, Wan-hsiu |
Published in: |
International economic journal. - Abingdon : Routledge, ISSN 1016-8737, ZDB-ID 902866-3. - Vol. 19.2005, 4, p. 523-541
|
Subject: | CAPM | Betafaktor | Beta risk | Schätzung | Estimation | Theorie | Theory |
-
The conditional CAPM and the cross-section of expected returns
Jagannathan, Ravi, (1996)
-
In search of risk premium : impirical evidence based on generalized consumption; beta model
Yamakawa, Tetsufumi, (1989)
-
Research design issues in the estimation of beta
Brailsford, Timothy J., (1997)
- More ...
-
Tests of the CAPM under structural changes
Huang, Ho-Chuan, (2005)
-
Tests of the CAPM under structural changes
Huang, Ho-Chuan, (2005)
-
Correlated jumps in crude oil and gasoline during the Gulf War
Lee, Mingchih, (2007)
- More ...