Arbitrage pricing with heterogeneous spatial effects and heteroscedastic disturbances
Jianhua Hu, Hao Ding, Xiaoqian Liu
| Year of publication: |
2023
|
|---|---|
| Authors: | Hu, Jianhua ; Ding, Hao ; Liu, Xiaoqian |
| Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 21.2023, 4, p. 1169-1195
|
| Subject: | conditional quasi-maximum-likelihood estimator | Fama-French models | heteroge-neous spatial arbitrage pricing model | heterogeneous spatial interaction | Räumliche Interaktion | Spatial interaction | CAPM | Arbitrage Pricing | Arbitrage pricing | Schätztheorie | Estimation theory | Regionalökonomik | Regional economics | Schätzung | Estimation | Arbitrage |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbab032 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014391448