Time-varying conditional covariances in tests of asset pricing models
Campbell R. Harvey
| Year of publication: |
1989
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|---|---|
| Authors: | Harvey, Campbell R. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 24.1989, 2, p. 289-317
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| Subject: | CAPM | Theorie | Theory |
| 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/10001086269