CAPM with fuzzy returns and hypothesis testing
A. Mbairadjim Moussa; J. Sadefo Kamdem; A. F. Shapiro; M. Terraza
| Year of publication: |
2014
|
|---|---|
| Authors: | Moussa, A. Mbairadjim ; Kamdem, J. Sadefo ; Shapiro, A. F. ; Terraza, Michel |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 55.2014, p. 40-57
|
| Subject: | CAPM | Beta | Fuzzy least squares | Bootstrap hypothesis testing | Intraperiod volatility | Statistischer Test | Statistical test | Fuzzy-Set-Theorie | Fuzzy sets | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income | Volatilität | Volatility | Bootstrap-Verfahren | Bootstrap approach | Kleinste-Quadrate-Methode | Least squares method | Betafaktor | Beta risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010366209