Stochastic unit roots in the capital asset pricing model?
Gawon Yoon
| Year of publication: |
2005
|
|---|---|
| Authors: | Yoon, Gawon |
| Published in: |
Bulletin of economic research. - Oxford : Wiley-Blackwell, ISSN 0307-3378, ZDB-ID 860069-7. - Vol. 57.2005, 4, p. 369-389
|
| Subject: | CAPM | Einheitswurzeltest | Unit root test |
| 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/10003142602