The role of heterogeneity in asset pricing : the effect of a clustering approach
Year of publication: |
2012
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Authors: | Grishchenko, Olesya V. ; Rossi, Marco |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 30.2012, 2, p. 297-311
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Subject: | Theorie | Theory | CAPM | Regionales Cluster | Regional cluster | Börsenkurs | Share price | Clusteranalyse | Cluster analysis |
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