Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors

• 1 January 1996
• journal article
• Published by JSTOR in Journal of Business & Economic Statistics
• Vol. 14  (1) , 53
• https://doi.org/10.2307/1392099

Abstract

Keywords

• EFFICIENT ESTIMATION
• PRICING MODELS
• ASSET PRICING
• LINEAR ASSET
• AVERAGE ERRORS
• MOVING AVERAGE