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Efficient Estimation of Conditional Asset Pricing Models [electronic Resource]

Efficient Estimation of Conditional Asset Pricing Models [electronic Resource]
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Book Synopsis Efficient Estimation of Conditional Asset Pricing Models [electronic Resource] by : Douglas J. Hodgson

Download or read book Efficient Estimation of Conditional Asset Pricing Models [electronic Resource] written by Douglas J. Hodgson and published by . This book was released on 2001 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:


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We introduce a methodology which deals with possibly integrated variables in the specification of the betas of conditional asset pricing models. In such a case,