Time-Varying Betas Help in Asset Pricing : The Threshold CAPM
Year of publication: |
[2006]
|
---|---|
Authors: | Salih, Aslihan Altay |
Other Persons: | Caner, Mehmet (contributor) ; Akdeniz, Levent (contributor) |
Publisher: |
[2006]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (24 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | In: Studies in Nonlinear Dynamics and Econometrics, Vol. 6, 2003 |
Classification: | G12 - Asset Pricing ; C51 - Model Construction and Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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