On the estimation of asset pricing models using univariate betas (Q631271): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.econlet.2010.11.004 / rank | |||
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| Property / cites work: Common risk factors in the returns on stocks and bonds / rank | |||
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| Property / cites work: A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix / rank | |||
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Latest revision as of 22:17, 3 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the estimation of asset pricing models using univariate betas |
scientific article |
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On the estimation of asset pricing models using univariate betas (English)
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22 March 2011
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asset pricing models
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risk premia
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univariate betas
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model misspecification
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