Seasonality and heteroscedasticity in consumption-based asset pricing : an analysis of linear models
Year of publication: |
1993
|
---|---|
Authors: | Ferson, Wayne E. |
Other Persons: | Harvey, Campbell R. (contributor) |
Published in: |
Research in finance. - Bingley [u.a.] : Emerald JAI, ISSN 0196-3821, ZDB-ID 447662-1. - Vol. 11.1993, p. 1-35
|
Subject: | Kapitaleinkommen | Capital income | Privater Konsum | Private consumption | CAPM | Theorie | Theory | Saisonale Schwankungen | Seasonal variations | Schätzung | Estimation | USA | United States | 1948-1985 |
-
Rojo-Suárez, Javier, (2021)
-
Essays on the cross section of stock returns
Wang, Yong, (2005)
-
Stochastic seasonality and daily financial time series
Andrade, Isabel C., (1996)
- More ...
-
Ferson, Wayne E., (1997)
-
Sources of risk and expected returns in global equity markets
Ferson, Wayne E., (1994)
-
Conditioning Variables and the Cross Section of Stock Returns
Ferson, Wayne E., (1999)
- More ...