Forecasting the correlation structure of share prices : a test of new models
Cheol S. Eun ; Bruce G. Resnick
| Year of publication: |
1992
|
|---|---|
| Authors: | Eun, Cheol S. |
| Other Persons: | Resnick, Bruce G. (contributor) |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 16.1992, 3, p. 643-656
|
| Subject: | Börsenkurs | Share price | CAPM | USA | United States | 1977-1986 |
| 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/10001125873