Simultaneous dependence between firm-level stock returns
Kenneth P. Moon; James P. LeSage
| Year of publication: |
2013
|
|---|---|
| Authors: | Moon, Kenneth P. ; Lesage, James P. |
| Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 37.2013, 4, p. 479-494
|
| Subject: | Dependent Observations | Local Market Indices | OLS Bias | Monte Carlo Simulation | Monte-Carlo-Simulation | Monte Carlo simulation | Kapitaleinkommen | Capital income | Theorie | Theory | Systematischer Fehler | Bias | Kleinste-Quadrate-Methode | Least squares method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010345822