Evaluating the specification errors of asset pricing models

Evaluating the specification errors of asset pricing models

Sonraí bibleagrafaíochta
Príomhchruthaitheoir: Hodrick, Robert J.
Rannpháirtithe: Zhang, Xiaoyan
Formáid: LEABHAR
Teanga:English
Foilsithe / Cruthaithe: Cambridge National Bureau of Economic Research 2000.
Sraith:NBER working paper series no.7661
Ábhair:
Capital assets pricing model > Evaluation > Econometric models.