Robust estimation and forecasting of the capital asset pricing model

Guorui Bian; Michael McAleer; Wing-Keung Wong

Year of publication:	2013
Authors:	Bian, Guorui ; McAleer, Michael ; Wong, Wing Keung
Publisher:	Rotterdam
Subject:	Maximum likelihood estimators \| Modified maximum likelihood estimators \| Student t family \| Capital asset pricing model \| Robustness \| Maximum-Likelihood-Schätzung \| Maximum likelihood estimation \| CAPM \| Robustes Verfahren \| Robust statistics \| Theorie \| Theory

freely available

Full text |

More access options

nbn-resolving.org

Check Google Scholar

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10009724796

A service of the