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konsumbasierte Konditionierungsvariablen
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Auer, Benjamin R.
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Jahrbücher für Nationalökonomie und Statistik
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Lassen sich CAPM,
HCAPM
und CCAPM durch konsumbasierte zeitvariable Parameterspezifikation rehabilitieren? / Can Time-varying Parameter Specification Based on Consumption Variables...
Auer, Benjamin R.
- In:
Jahrbücher für Nationalökonomie und Statistik
232
(
2012
)
5
,
pp. 518-544
discount factor parameters in the CAPM of Sharpe (1964), the
HCAPM
of Jagannathan and Wang (1996) and the CCAPM of Lucas (1978 …
Persistent link: https://www.econbiz.de/10014609413
Saved in:
2
Lassen sich CAPM,
HCAPM
und CCAPM durch konsumbasierte zeitvariable Parameterspezifikation rehabilitieren?
Auer, Benjamin R.
- In:
Journal of Economics and Statistics (Jahrbuecher fuer …
232
(
2012
)
5
,
pp. 518-544
factor parameters in the CAPM of Sharpe (1964), the
HCAPM
of Jagannathan and Wang (1996) and the CCAPM of Lucas (1978) can …
Persistent link: https://www.econbiz.de/10010907944
Saved in:
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