Impact of outlier returns on the CAPM model : an investigation using the Huber's M Robust estimation method
Alexandra Theodossiou and Panayiotis Theodossiou
| 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 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009579659