Evaluating the specification errors of asset pricing models

Evaluating the specification errors of asset pricing models

Bibliografske podrobnosti
Glavni avtor: Hodrick, Robert J.
Drugi avtorji: Zhang, Xiaoyan
Format: Knjiga
Jezik:English
Izdano: Cambridge National Bureau of Economic Research 2000.
Serija:NBER working paper series no.7661
Teme:
Capital assets pricing model > Evaluation > Econometric models.