Robust estimation and forecasting of the capital asset pricing model
Guorui Bian, Michael McAleer, and Wing-Keung Wong
| Year of publication: |
2010 ; Rev.
|
|---|---|
| Authors: | Bian, Guorui ; McAleer, Michael ; Wong, Wing Keung |
| Publisher: |
Wollongong : Univ. of Wollongong, Dep. of Economics |
| Subject: | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | CAPM | Robustes Verfahren | Robust statistics | Theorie | Theory |
| Extent: | Online-Ressource (23 S.) |
|---|---|
| Series: | Working paper. - Christchurch, New Zealand, ZDB-ID 2579761-X. - Vol. 2010,66 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008760514