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The top documents tagged [conditional capm]
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conditional capm
Stock Market Predictability
1.008 views
2387-2387-1-PB
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Estimating the Conditional CAPM with Overlapping Data Inference Esben Hedegaard and Bob Hodrick Arizona State Univ. Columbia and NBER March 22, 2013.
214 views
Estimating the Conditional CAPM with Overlapping Data Inference
40 views
The Validity of the CAPM in the Russian and Kazakhstan Capital Market with Conditional Meansemivariance and Higher-order Moments Specifications
45 views