Time-varying betas and macroeconomic influences
by Nicolaas Groenewold ; Patricia Fraser
| Year of publication: |
1997
|
|---|---|
| Authors: | Groenewold, Nicolaas ; Fraser, Patricia |
| Publisher: |
Nedlands, Western Australia |
| Subject: | CAPM | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Theorie | Theory | Australien | Australia | 1979-1994 |
| Extent: | 31 S. : graph. Darst |
|---|---|
| Series: | Discussion paper / Department of Economics, The University of Western Australia. - Crawley, WA, ISSN 0811-6067, ZDB-ID 2116027-2. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| ISBN: | 0-86422-568-7 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000968430