A one-step test of the arbitrage pricing theory
Jin-chuan Duan
| Year of publication: |
1994
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|---|---|
| Authors: | Duan, Jin-Chuan |
| Published in: |
Advances in investment analysis and portfolio management : a research annual. - Amsterdam [u.a.] : JAI, ZDB-ID 1116041-X. - Vol. 2.1994, p. 71-96
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| Subject: | CAPM | Ökonometrie | Econometrics | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | USA | United States | 1965-1984 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001185489