Impact of outlier returns on the CAPM model : an investigation using the Huber's M Robust estimation method
Year of publication: |
2011
|
---|---|
Authors: | Theodossiou, Alexandra ; Theodossiou, Panayiotis |
Published in: |
Computational techniques in economics and finance. - New York, NY : Nova Science Publ., ISBN 978-1-61324-558-3. - 2011, p. 77-88
|
Subject: | CAPM | Kapitalmarktrendite | Capital market returns | Schätztheorie | Estimation theory | Theorie | Theory |
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