Empirical Studies on Arbitrage Pricing Theory
碩士 === 國立暨南國際大學 === 經濟學系 === 91 === Recent empirical tests of the arbitrage pricing theory (APT) using prespecified observed variables rely on the construction of unexpected components of the variables. However, traditional statistical techniques employed in this area may lead to false inferences re...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/2swc53 |