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~institution:"Department of Economics, Business School"
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Fraser, P.
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Groenewold, N.
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Department of Economics, Business School
School of Economics and Finance, Tasmanian School of Business and Economics
180
New Zealand Agricultural and Resource Economics Society - NZARES
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Geneva School of Economics and Management, Université de Genève
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Violation of the IID-Normal Assumption: Effects on tests of asset-pricing models using Australian data
Groenewold, N.
;
Fraser, P.
-
Department of Economics, Business School
-
1999
Persistent link: https://www.econbiz.de/10011202229
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2
Forecasting Beta: How well does the 'five year rule of thumb' do?
Groenewold, N.
;
Fraser, P.
-
Department of Economics, Business School
-
1999
Persistent link: https://www.econbiz.de/10011202301
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3
Tests of Asset-pricing Models: How important is the IID-normal assumptions?
Groenewold, N.
;
Fraser, P.
-
Department of Economics, Business School
-
1998
Persistent link: https://www.econbiz.de/10011202305
Saved in:
4
Time-varying betas & macroeconomic influences
Groenewold, N.
;
Fraser, P.
-
Department of Economics, Business School
-
1997
Persistent link: https://www.econbiz.de/10011203233
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