Tests of risk premia in linear factor models
Frank Kleibergen
| Year of publication: |
2009
|
|---|---|
| Authors: | Kleibergen, Frank |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 149.2009, 2, p. 149-173
|
| Subject: | Risikoprämie | Risk premium | Statistischer Test | Statistical test | Betafaktor | Beta risk |
| Extent: | graph. Darst. |
|---|---|
| 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/10003833785