Nonlinearities in the CAPM : evidence from developed and emerging markets
Serdar Neslihanoglu, Vasilios Sogiakas, John H. McColl and Duncan Lee
| Year of publication: |
December 2017
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|---|---|
| Authors: | Neslihanoglu, Serdar ; Sogiakas, Vasilios ; McColl, John H. ; Lee, Duncan |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 36.2017, 8, p. 867-897
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| Subject: | CAPM | time‐varying market model | co‐skewness and co‐kurtosis | quadratic and cubic market model | Theorie | Theory | Schwellenländer | Emerging economies |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2389 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011860846