Estimating the arbitrage pricing theory with observed macro factors (Q1391067)
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scientific article; zbMATH DE number 1177729
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the arbitrage pricing theory with observed macro factors |
scientific article; zbMATH DE number 1177729 |
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Estimating the arbitrage pricing theory with observed macro factors (English)
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22 July 1998
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nonlinear seemingly unrelated regressions
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arbitrage pricing theory
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