Using irregularly spaced returns to estimate multi-factor models : application to Brazilian equity data
Alvaro Veiga; Leonardo Rocha Souza
| Year of publication: |
June 2003 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Veiga, Alvaro (contributor) ; Souza, Leonardo Rocha (contributor) |
| Institutions: | Escola de Pós-Graduação em Economia <Rio de Janeiro> (contributor) |
| Publisher: |
Rio de Janeiro : EPGE |
| Subject: | Brasilien | Brazil | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income | Korrelation | Correlation |
| Extent: | Online-Ressource, 26 p., text ill |
|---|---|
| Series: | Ensaios econômicos. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 0104-8910, ZDB-ID 2090492-7. - Vol. 487 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001953799