Energy Economics · 2001 · 652 citations · 29 references
ManagementFinanceRisk ManagementFinancial EconomicsFinancial Risk ManagementRisk AnalysisAsset Return ModelingEquity RiskFactor InvestingFinancial RiskMarket RiskRisk-return AnalysisCharacteristic-based Factor ModelsDependence In Asset ReturnsFactor Pricing ModelsReturn-risk Trade-off AnalysisReturns ForecastingRisk-return Tradeoff AnalysisStock Market Returns
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Testing for a unit root in time series regression
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