In-sample and out-of-sample properties of international stock return dynamics conditional on equilibrium pricing factors
Helmut Herwartz and Leonardo Morales-Arias
| Year of publication: |
2009
|
|---|---|
| Authors: | Herwartz, Helmut ; Morales-Arias, Leonardo |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 15.2009, 1/2, p. 1-28
|
| Subject: | Kapitaleinkommen | Capital income | CAPM | Gleichgewichtsmodell | Equilibrium model | Panel | Panel study | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Schwellenländer | Emerging economies |
| 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/10003827004