Peso problems in the estimation of the C-CAPM
Year of publication: |
27 June 2021
|
---|---|
Authors: | Parra-Alvarez, Juan Carlos ; Posch, Olaf ; Schrimpf, Andreas |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | Rare events | Asset pricing errors | C-CAPM | CAPM | Risikoprämie | Risk premium | Schätztheorie | Estimation theory |
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