Tests of conditional asset pricing with time-varying moments and risk prices
Harry Turtle, Adolf Buse, and Bob Korkie
| Year of publication: |
1994
|
|---|---|
| Authors: | Turtle, Harry J. |
| Other Persons: | Buse, Adolf (contributor) ; Korkie, Robert M. (contributor) |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 29.1994, 1, p. 15-29
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| Subject: | CAPM | Börsenkurs | Share price | Theorie | Theory | Schätzung | Estimation | USA | United States | 1983-1989 |
| 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/10001166028