Evaluating the specification errors of asset pricing models

Evaluating the specification errors of asset pricing models

Bibliografiske detaljer
Hovedforfatter: Hodrick, Robert J.
Andre forfattere: Zhang, Xiaoyan
Format: Bog
Sprog:English
Udgivet: Cambridge National Bureau of Economic Research 2000.
Serier:NBER working paper series no.7661
Fag:
Capital assets pricing model > Evaluation > Econometric models.