Estimation of conditional asset pricing models with integrated variables in the beta specification
Antonios Antypas, Guglielmo Maria Caporale, Nikolaos Kourogenis, Nikitas Pittis
| Year of publication: |
2020
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|---|---|
| Authors: | Antypas, Antonios ; Caporale, Guglielmo Maria ; Kourogenis, Nikolaos ; Pittis, Nikitas |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 52.2020, p. 1-8
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| Subject: | Cointegration | Conditional CAPM | Morningstar star-rating system | Time-varying beta | CAPM | Betafaktor | Beta risk | Schätztheorie | Estimation theory | Schätzung | Estimation | Kointegration |
| Description of contents: | Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Corrigendum enthalten in: Volume 56, April 2021, Seite 101369 |
| Other identifiers: | 10.1016/j.ribaf.2019.101148 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012548351