On the significance testing of fuzzy regression applied to the CAPM: Canadian commodity futures evidence
Year of publication: |
2013
|
---|---|
Authors: | Smimou, K. |
Published in: |
International Journal of Applied Management Science. - Inderscience Enterprises Ltd, ISSN 1755-8913. - Vol. 5.2013, 2, p. 144-171
|
Publisher: |
Inderscience Enterprises Ltd |
Subject: | finance | capital asset pricing model | CAPM | commodity futures | price limits | systematic risk | fuzzy linear regression | significance testing | Canada | regression modelling |
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