Multivariate regression tests of the arbitrage pricing theory: The instrumental-variables approach

✍ Scribed by K. C. John Wei; Cheng-Few Lee; Andrew H. Chen

• Publisher: Springer US
• Year: 1991
• Tongue: English
• Weight: 918 KB
• Volume: 1
• Category: Article
• ISSN: 0924-865X
• DOI: 10.1007/bf02409672