Pages that link to "Item:Q1391067"
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The following pages link to Estimating the arbitrage pricing theory with observed macro factors (Q1391067):
Displaying 7 items.
- Two estimators for the APT model when factors are measured (Q373820) (← links)
- Pricing errors and estimates of risk premia in factor models (Q666460) (← links)
- Nonfarm employment and the arbitrage pricing theory (Q674085) (← links)
- On tests of the arbitrage pricing theory (Q791417) (← links)
- On the empirical identification of risk factors in arbitrage pricing models (Q1387945) (← links)
- Prices are macro-observables! stylized facts from evolutionary finance (Q2642600) (← links)
- NFA FOR FACTOR NUMBER DETERMINATION IN APT (Q4653011) (← links)