Arbitrage Pricing Theory and Unanticipated Macroeconomics Components Generating Process
Unanticipated components of macroeconomic variables have important role in testing of Arbitrage Pricing Theory, because generating techniques may lead to false interference based on statistical significance. In this paper, to generate unanticipated components of macroeconomic variables, three method...
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| Format: | article |
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| Language: | FA |
| Published: |
Shahid Bahonar University of Kerman
2014
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| Subjects: | |
| Online Access: | https://doaj.org/article/97e320f9c90641909f41c14fcf514df8 |
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