Censoring and its impact on multivariate testing of the capital asset pricing model
Year of publication: |
2004
|
---|---|
Authors: | Brooks, Robert ; Faff, Robert W. ; Fry, Tim R. L. ; Newton, Emma |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 14.2004, 6, p. 413-420
|
Subject: | CAPM | Schätzung | Estimation | Statistische Methode | Statistical method | Australien | Australia |
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