Multivariate tests of the CAPM under heteroskedasticity : a note
Ahyee Lee, Ronald L. Moy and Thomas P. Chen
| Year of publication: |
1997
|
|---|---|
| Authors: | Lee, Ahyee |
| Other Persons: | Moy, Ronald L. (contributor) ; Chen, Thomas P. (contributor) |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 6.1997, 4, p. 431-439
|
| Subject: | CAPM | Statistische Methodenlehre | Statistical theory | Theorie | Theory | Schätzung | Estimation | Börsenkurs | Share price | Aktie | Share | USA | United States | 1926-1994 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | CAPM = Capital Asset Pricing Model |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001235516