Time-varying risk components in the single-factor market model : an exact most powerful invariant test
Year of publication: |
2004
|
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Authors: | Shively, Philip A. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 14.2004, 13, p. 945-952
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Subject: | Börsenkurs | Share price | Risikoprämie | Risk premium | Schätzung | Estimation | Theorie | Theory |
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