Using irregulary spaced returns to estimate multi-factor models : applications to Brazilian equity data
Álvaro Veiga & Leonardo R. Souza
| Year of publication: |
2006
|
|---|---|
| Authors: | Veiga, Alvaro ; Souza, Leonardo Rocha |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 12.2006, 6/7, p. 605-626
|
| Subject: | Kapitaleinkommen | Capital income | Korrelation | Correlation | Schätztheorie | Estimation theory | Brasilien | Brazil | 1995-2001 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003382857