C-CAPM的GMM与现值检验:来自丹麦、德国、瑞典和英国股票市场的证据

GMM and present value tests of the C-CAPM: evidence from the Danish, German, Swedish and UK stock markets

Journal of International Money and Finance · 1996
被引 65
人大 AABS 3
资产定价消费资本资产定价模型广义矩估计股票市场金融计量经济学