Multivariate Tests of the CAPM Under Heteroskedasticity: A Note
Year of publication: |
1997
|
---|---|
Authors: | Lee, Ahyee ; Moy, Ronald L. ; Chen, Thomas P. |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 11374767. - Vol. 6.1997, 4, p. 431-440
|
Saved in:
Saved in favorites
Similar items by person
-
Multivariate tests of the capm under heteroskedasticity: A note
Moy, Ronald L., (1997)
-
Multivariate tests of the CAPM under heteroskedasticity : a note
Lee, Ahyee, (1997)
-
A Multivariate Test of the Covariance-Co-Skewness Restriction for the Three Moment CAPM
Lee, Ahyee, (1996)
- More ...