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 |
| Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 8.2013, 2, p. 1-18
|
| Subject: | Maximum likelihood estimators | modified maximum likelihood estimators | student t family | capital asset pricing model | robustness | CAPM | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Robustes Verfahren | Robust statistics | Schätztheorie | Estimation theory |