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Extending the CAPM model
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SPECIFICATION AND ESTIMATION OF SEMIPARAMETRIC MULTIPLE-INDEX MODELS
Donkers, Bas
;
Schafgans, Marcia
- In:
Econometric theory
24
(
2008
)
6
,
pp. 1584-1606
Persistent link: https://www.econbiz.de/10008110450
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Specification and estimation of semiparametric multiple-index models
Donkers, Bas
;
Schafgans, Marcia M. A.
- In:
Econometric theory
24
(
2008
)
6
,
pp. 1584-1606
Persistent link: https://www.econbiz.de/10003771790
Saved in:
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