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A new test on the conditional capital asset pricing model - MaRDI portal

A new test on the conditional capital asset pricing model (Q904132)

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scientific article; zbMATH DE number 6531398
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English
A new test on the conditional capital asset pricing model
scientific article; zbMATH DE number 6531398

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    A new test on the conditional capital asset pricing model (English)
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    15 January 2016
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    asset pricing model
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    bootstrap test
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    conditional capital asset pricing model
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    large sample theory
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