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subject:"United Kingdom"
~institution:"Université de Montréal / Département de sciences économiques"
~language:"eng"
~subject:"Panel"
~subject:"United States"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Estimation theory
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1926-1995
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CAPM
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Dynamic equilibrium
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Dynamisches Gleichgewicht
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Method of moments
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Beaulieu, Marie-Christine
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National Bureau of Economic Research
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Centre for Microdata Methods and Practice <London>
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Institut für Weltwirtschaft
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Rodney L. White Center for Financial Research
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Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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Testing mean-variance efficiency in CAPM with possibly non-Gaussian errors : an exact simulation-based approach
Beaulieu, Marie-Christine
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947329
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