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~accessRights:"free"
~person:"Pesaran, M. Hashem"
~subject:"CAPM"
~subject:"Volatilität"
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Testing CAPM with a Large Number of Assets
Pesaran, M. Hashem
-
2012
This paper is concerned with testing the time series implications of the capital asset
pricing
model (CAPM) due to …
Persistent link: https://www.econbiz.de/10013109294
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