Estimating and testing beta pricing models : alternative methods and their performance in simulations
Jay Shanken; Guofu Zhou
| Year of publication: |
2007
|
|---|---|
| Authors: | Shanken, Jay ; Zhou, Guofu |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 84.2007, 1, p. 40-86
|
| Subject: | Finanzmarkt | Financial market | Finanzmathematik | Mathematical finance | Simulation | Kleinste-Quadrate-Methode | Least squares method | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| 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/10003454434