The arbitrage pricing theory, macroeconomic and financial factors, and expectations generating processes
Year of publication: |
1996
|
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Authors: | Priestley, Richard |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 20.1996, 5, p. 869-890
|
Subject: | CAPM | Erwartungsbildung | Expectation formation | Lernprozess | Learning process | Schätztheorie | Estimation theory | Theorie | Theory | Zustandsraummodell | State space model |
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