Efficient estimation of conditional asset-pricing models
Douglas J. Hodgson; Keith P. Vorkink
| Year of publication: |
2003
|
|---|---|
| Authors: | Hodgson, Douglas J. ; Vorkink, Keith P. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 21.2003, 2, p. 269-283
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| Subject: | CAPM | Nichtparametrisches Verfahren | Nonparametric statistics | ARCH-Modell | ARCH model | Schätzung | Estimation | Theorie | Theory | Heteroskedastizität | Heteroscedasticity |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | In: Journal of business & economic statistics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001757481