Asset pricing models with conditional betas and alphas: the effects of data snooping and spurious regression
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
2006
|
| Schriftenreihe: | Working paper series / National Bureau of Economic Research
12658 |
| Online-Zugang: | Volltext |
| Beschreibung: | Literaturverz. S. 25 - 30 |
| Beschreibung: | 30, [7] S. graph. Darst. 22 cm |
Internformat
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| 245 | 1 | 0 | |a Asset pricing models with conditional betas and alphas |b the effects of data snooping and spurious regression |c Wayne E. Ferson ; Sergei Sarkissian ; Timothy Simin |
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Datensatz im Suchindex
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| id | DE-604.BV023592586 |
| illustrated | Illustrated |
| index_date | 2024-07-02T22:41:30Z |
| indexdate | 2024-07-09T21:25:13Z |
| institution | BVB |
| language | English |
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| physical | 30, [7] S. graph. Darst. 22 cm |
| publishDate | 2006 |
| publishDateSearch | 2006 |
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| publisher | National Bureau of Economic Research |
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| series2 | Working paper series / National Bureau of Economic Research |
| spelling | Ferson, Wayne E. 1951- Verfasser (DE-588)129543950 aut Asset pricing models with conditional betas and alphas the effects of data snooping and spurious regression Wayne E. Ferson ; Sergei Sarkissian ; Timothy Simin Cambridge, Mass. National Bureau of Economic Research 2006 30, [7] S. graph. Darst. 22 cm txt rdacontent n rdamedia nc rdacarrier Working paper series / National Bureau of Economic Research 12658 Literaturverz. S. 25 - 30 Sarkissian, Sergei Verfasser (DE-588)132726017 aut Simin, Timothy T. Verfasser (DE-588)132726068 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.> NBER working paper series 12658 (DE-604)BV002801238 12658 http://papers.nber.org/papers/w12658.pdf kostenfrei Volltext |
| spellingShingle | Ferson, Wayne E. 1951- Sarkissian, Sergei Simin, Timothy T. Asset pricing models with conditional betas and alphas the effects of data snooping and spurious regression |
| title | Asset pricing models with conditional betas and alphas the effects of data snooping and spurious regression |
| title_auth | Asset pricing models with conditional betas and alphas the effects of data snooping and spurious regression |
| title_exact_search | Asset pricing models with conditional betas and alphas the effects of data snooping and spurious regression |
| title_exact_search_txtP | Asset pricing models with conditional betas and alphas the effects of data snooping and spurious regression |
| title_full | Asset pricing models with conditional betas and alphas the effects of data snooping and spurious regression Wayne E. Ferson ; Sergei Sarkissian ; Timothy Simin |
| title_fullStr | Asset pricing models with conditional betas and alphas the effects of data snooping and spurious regression Wayne E. Ferson ; Sergei Sarkissian ; Timothy Simin |
| title_full_unstemmed | Asset pricing models with conditional betas and alphas the effects of data snooping and spurious regression Wayne E. Ferson ; Sergei Sarkissian ; Timothy Simin |
| title_short | Asset pricing models with conditional betas and alphas |
| title_sort | asset pricing models with conditional betas and alphas the effects of data snooping and spurious regression |
| title_sub | the effects of data snooping and spurious regression |
| url | http://papers.nber.org/papers/w12658.pdf |
| volume_link | (DE-604)BV002801238 |
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