Aarhus University Seal / Aarhus Universitets segl

Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach

Research output: Contribution to conferencePaperResearch

Original languageEnglish
Publication year2001
Publication statusPublished - 2001
EventCentre for Analytical Finance Annual Meeting, (Sandbjerg Gods, January). Arne Ryde Workshop in Empirical Finance, (Lund, April). Global Finance Association Annual Meeting, (Los Angeles, May) Financial Management Association European Meeting, (Paris, June) -
Duration: 18 Dec 2010 → …

Conference

ConferenceCentre for Analytical Finance Annual Meeting, (Sandbjerg Gods, January). Arne Ryde Workshop in Empirical Finance, (Lund, April). Global Finance Association Annual Meeting, (Los Angeles, May) Financial Management Association European Meeting, (Paris, June)
Period18/12/2010 → …

See relations at Aarhus University Citationformats

ID: 32330612