An Intertemporal Equilibrium Beta Pricing Model
AbstractNo abstract is available for this item.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoPaper provided by University of California at Berkeley in its series Research Program in Finance Working Papers with number 176.
Date of creation: 01 Aug 1987
Date of revision:
Contact details of provider:
Postal: University of California at Berkeley, Berkeley, CA USA
Web page: http://haas.berkeley.edu/finance/WP/rpflist.html
More information through EDIRC
Postal: IBER, F502 Haas Building, University of California at Berkeley, Berkeley CA 94720-1922
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Ouysse, Rachida & Kohn, Robert, 2010. "Bayesian variable selection and model averaging in the arbitrage pricing theory model," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3249-3268, December.
- Korajczyk, Robert A, 1996.
"A Measure of Stock Market Integration for Developed and Emerging Markets,"
World Bank Economic Review,
World Bank Group, vol. 10(2), pages 267-89, May.
- Korajczyk, Robert A., 1995. "A measure of stock market integration for developed and emerging markets," Policy Research Working Paper Series 1482, The World Bank.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum).
If references are entirely missing, you can add them using this form.