Intertemporal capital asset pricing model with time-varying parameters : tests on data from the Helsinki stock exchange

Intertemporal capital asset pricing model with time-varying parameters : tests on data from the Helsinki stock exchange

datePublished

• 1996

description

• kuvitettu

identifier

• propertyID: FI-FENNI value: 491911
• propertyID: FI-MELINDA value: 001024253
• propertyID: skl value: fx491911

isbn

• 9515554888

isPartOf

• Fennica
• Working papers / Swedish School of Economics and Business Administration

name

• Intertemporal capital asset pricing model with time-varying parameters : tests on data from the Helsinki stock exchange

numberOfPages

• ii, 37, [10] s.

P60048

• <http://rdaregistry.info/termList/RDACarrierType/1049>

P60050

• <http://rdaregistry.info/termList/RDAMediaType/1007>

publication

• location: Helsinki organizer: Svenska handelshögskolan

publisher

• Svenska handelshögskolan