Analysis of the sector of software & computer services with a new Carhart 4-factor model
Liuling Li, Qingyu Zhu, Yang Mu
| Year of publication: |
February 2017
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|---|---|
| Authors: | Li, Liuling ; Zhu, Qingyu ; Mu, Yang |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 7.2017, 1, p. 65-82
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| Subject: | Carhart (1997) 4-Factor (C) | Standardized Standard Asymmetric Exponential Power Distribution (SSAEPD) | EGARCH | Standardisierung | Standardization | Software | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2017.71004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011658220