Can a well-fitted equilibrium asset-pricing model produce mean reversion?
M. Bonomo and R. Garcia
| Year of publication: |
1994
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|---|---|
| Authors: | Bonomo, Marco Antonio |
| Other Persons: | Garcia, René (contributor) |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 9.1994, 1, p. 19-29
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| Subject: | CAPM | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| 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/10001153860