Censoring and its impact on multivariate testing of the Capital Asset Pricing Model
Year of publication: |
2004
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Authors: | Brooks, Robert D. ; Faff, Robert W. ; Fry, Tim R.L. ; Newton, Emma |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 14.2004, 6, p. 413-420
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