The CAPM with measurement error : "there’s life in the old dog yet!"
Year of publication: |
2020
|
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Authors: | Simmet, Anastasia ; Pohlmeier, Winfried |
Published in: |
Jahrbücher für Nationalökonomie und Statistik. - Berlin : De Gruyter Oldenbourg, ISSN 2366-049X, ZDB-ID 2416178-0. - Vol. 240.2020, 4, p. 417-453
|
Subject: | CAPM | measurement error | minimum distance estimation | Roll’s critique | Statistischer Fehler | Statistical error | Schätztheorie | Estimation theory |
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