TESTING THE CAPM WITH TIME-VARYING RISKS AND RETURNS
成果类型：
Note
署名作者：
BODURTHA, JN; MARK, NC
署名单位：
University System of Ohio; Ohio State University
刊物名称：
JOURNAL OF FINANCE
ISSN/ISSBN：
0022-1082
DOI：
10.1111/j.1540-6261.1991.tb04627.x
发表日期：
1991
页码：
1485-1505
关键词：
ASSET PRICING MODEL
LARGE SAMPLE PROPERTIES
Expected stock returns
moments estimators
generalized-method
foreign-exchange
term structure
MARKET
portfolio
heteroskedasticity