Robust estimation and forecasting of the capital asset pricing model
Year of publication: |
2010
|
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Authors: | Bian, Guorui ; McAleer, Michael ; Wong, Wing Keung |
Publisher: |
Rotterdam : Econometric Institute |
Subject: | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | CAPM | Robustes Verfahren | Robust statistics | Theorie | Theory |
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Robust Estimation and Forecasting of the Capital Asset Pricing Model
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Robust Estimation and Forecasting of the Capital Asset Pricing Model
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