The implications of recursiveness in capital markets : theory and empirical tests
Year of publication: |
1979
|
---|---|
Authors: | Singleton, J. Clay ; Lauer, Joseph R. |
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. 14.1979, 1, p. 59-76
|
Subject: | Kapitalmarkt | Ökonometrik | Vereinigte Staaten | Theorie | Theory | Finanzmarkt | Financial market | CAPM | Schätzung | Estimation |
-
Three essays on financial econometrics and empirical finance
Kang, Long, (2008)
-
Asset pricing explorations for macroeconomics
Cochrane, John H., (1992)
-
The detection of nonstationarity in the market model
Burnett, John E., (1996)
- More ...
-
The Implications of Recursiveness in Capital Markets–Theory and Empirical Tests
Singleton, J. Clay, (1979)
-
Core-satellite portfolio management : a modern approach for professionally managed funds
Singleton, J. Clay, (2005)
-
Survey research in corporate finance : bridging the gap between theory and practice
Baker, H. Kent, (2011)
- More ...