Author:
Groenewold Nicolaas,Fraser Patricia
Subject
Economics and Econometrics,Finance
Reference32 articles.
1. Non-normalities and tests of asset pricing theories;Affleck-Graves;Journal of Finance,1989
2. Ex ante risk premia on macroeconomic factors in the pricing of stocks: an analysis using arbitrage pricing theory;Ariff,1990
3. Economic forces in the London stock market;Beenstock;Oxford Bulletin of Economics and Statistics,1988
4. Berkowitz, J., & Kilian, L. (1996). Recent developments in bootstrapping time series. Finance and economics discussion series no. 1996-45, Division of Research and Statistics and Monetary Affairs, Federal Reserve Boards, Washington, DC.
5. Efficient portfolio diversification: changing UK Stock market sector and sub-sector volatilities, 1967–2000;Black,2001
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献