Testing the conditional CAPM and the effect of intervaling: A note
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- Lewis, Karen K., 1991. "Should the holding period matter for the intertemporal consumption-based CAPM?," Journal of Monetary Economics, Elsevier, vol. 28(3), pages 365-389, December.
- Turtle, Harry J., 1994. "Temporal dependence in asset pricing models," Economics Letters, Elsevier, vol. 45(3), pages 361-366. Full references (including those not matched with items on IDEAS)