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~person:"McAleer, Michael"
~subject:"Robustes Verfahren"
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Robustes Verfahren
Maximum likelihood estimators
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capital asset pricing model
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modified maximum likelihood estimators
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McAleer, Michael
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Robust Estimation and Forecasting of the Capital Asset Pricing Model
Bian, Guorui
;
McAleer, Michael
;
Wong, Wing-Keung
-
2013
underlying
student
t
distribution. We obtain the closed form of the estimators, derive the asymptotic properties, and demonstrate …
Persistent link: https://www.econbiz.de/10010326459
Saved in:
2
Robust estimation and forecasting of the capital asset pricing model
Bian, Guorui
;
McAleer, Michael
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10009724796
Saved in:
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