A general stationary stochastic regression model for estimating and predicting beta
Year of publication: |
1989
|
---|---|
Authors: | D'Souza, Rudolph E. |
Other Persons: | Brooks, LeRoy D. (contributor) ; Oberhelman, H. D. (contributor) |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 24.1989, 2, p. 299-317
|
Subject: | CAPM | Risiko | Risk | Schätztheorie | Estimation theory | Theorie | Theory | USA | United States | 1979-1983 |
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