Beta lives - some statistical perspectives on the capital asset pricing model
Year of publication: |
1999
|
---|---|
Authors: | Adcock, C. J. ; Clark, E. A. |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 5.1999, 3, p. 213-224
|
Publisher: |
Taylor & Francis Journals |
Subject: | Arbitrage Pricing Theory | Arch Models | Beta | Capital Asset Pricing Model | Conditional Distributions | Multi-factor Models | Non-central Chi-squared |
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