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An examination of the power of univariate tests of the CAPM : a simulation approach
Affleck-Graves, John F. - In: Journal of economics & business 45 (1993) 1, pp. 17-33
Persistent link: https://www.econbiz.de/10001141502
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A note of the predictive power of the variance risk premium : South African evidence benchmarked against the USA
Gopi, Y.; Bradfield, D. J. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 40 (2016) 2, pp. 53-70
Persistent link: https://www.econbiz.de/10011723762