Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations | Zendy

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Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations

Author(s) -

Jay Shanken,

Guofu Zhou

Publication year - 2006

Language(s) - English

Resource type - Reports

DOI - 10.3386/w12055

Subject(s) - beta (programming language) , econometrics , computer science , mathematics , programming language

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