Evaluating time-series restrictions for cross-sections of expected returns : multifactor CCAPMs
Jinyong Kim
| Year of publication: |
2012
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|---|---|
| Authors: | Kim, Jinyong |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 20.2012, 5, p. 688-706
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| Subject: | Zeitreihenanalyse | Time series analysis | CAPM | Kapitaleinkommen | Capital income | Schätzung | Estimation | Prognoseverfahren | Forecasting model |
| 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/10009619797