The role of data limitations, seasonality and frequency in asset pricing models
Irina Murtazashvili, Nadia Vozlyublennaia
| Year of publication: |
2012
|
|---|---|
| Authors: | Murtazashvili, Irina ; Vozlyublennaia, Nadia |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 22.2012, 3, p. 555-574
|
| Subject: | CAPM parameters | Seasonality | Frequency | CAPM | Saisonale Schwankungen | Seasonal variations | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Saisonkomponente | Seasonal component | Börsenkurs | Share price | Schätzung | Estimation |
| 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/10009623546