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Search: subject:"conditional APT"
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conditional APT
4
efficiency of markets
3
time-varying risk and returns
3
conditional CAPM
2
APT conditionnel
1
APT conditionnel international
1
ARCH à facteurs
1
CAPM conditionnel
1
CAPM conditionnel international
1
Conditional CAPM
1
conditional
1
diagnostc tests
1
efficacité des marchés
1
factor ARCH
1
generalized method of moments
1
international conditional APT
1
international conditional CAPM
1
méthode des moments généralisée
1
returns
1
risque et rendements variables dans le temps
1
tests de diagnostique
1
unconditional CAPM
1
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English
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BONOMO, Marco
2
GARCIA, René
2
Garcia, René
2
Bonomo, Marco
1
Ghysels, Eric
1
Kichian, Maral
1
hassene, Ben mbarek
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
2
Département de Sciences Économiques, Université de Montréal
2
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CIRANO Working Papers
2
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2
Journal of Asian Business Strategy
1
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RePEc
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1
International financial Market?s Integration and Modelling Returns of Risky Assets
hassene, Ben mbarek
- In:
Journal of Asian Business Strategy
1
(
2011
)
2
,
pp. 22-30
emerging markets returns and developed markets returns are verylow and sometimes negative.
Conditional
APT
(as well as …
Persistent link: https://www.econbiz.de/10010778771
Saved in:
2
Tests of Conditional Asset Pricing Models in the Brazilian Stock Market
BONOMO, Marco
;
GARCIA, René
-
Département de Sciences Économiques, Université de …
-
1997
Brazilian stock index during the 1976-1992 period. We also test a
conditional
APT
model by using the difference between the 30 …
Persistent link: https://www.econbiz.de/10005545685
Saved in:
3
Tests of Conditional Asset Pricing Models in the Brazilian Stock Market
Bonomo, Marco
;
Garcia, René
-
Centre Interuniversitaire de Recherche en Analyse des …
-
1997
Brazilian stock index during the period 1976-1992. We also test a
conditional
APT
model by using the difference between the 30 …
Persistent link: https://www.econbiz.de/10005838750
Saved in:
4
Tests of Conditional Asset Pricing Models in the Brazilian Stock Market
BONOMO, Marco
;
GARCIA, René
-
Département de Sciences Économiques, Université de …
-
1997
Brazilian stock index during the 1976-1992 period. We also test a
conditional
APT
model by using the difference between the 30 …
Persistent link: https://www.econbiz.de/10005133218
Saved in:
5
On the Dynamic Specification of International Asset Pricing Models
Garcia, René
;
Ghysels, Eric
;
Kichian, Maral
-
Centre Interuniversitaire de Recherche en Analyse des …
-
1995
conditional
APT
model of Ferson and Harvey (1992), as well as various extensions of these models. These models were typically …
Persistent link: https://www.econbiz.de/10005100887
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