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Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach
Research output: Contribution to conference › Paper › Research
- Tom Engsted
- Enno Mammen, Denmark
- Carsten Tanggaard
- Department of Business Studies
- Finance Research Group
| Translated title of the contribution | Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach |
|---|---|
| Original language | English |
| Publication year | 2001 |
| Publication status | Published - 2001 |
| Event | Centre 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
| Conference | Centre 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) |
|---|---|
| Period | 18/12/2010 → … |
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