Robust Estimation and Forecasting of the Capital Asset Pricing Model

G Bian, Michael McAleer, W-K Wong

Research output: Working paperAcademic

Original languageEnglish
Place of PublicationRotterdam
Publication statusPublished - 2010

Publication series

SeriesEI report serie
VolumeEI 2010-65

Research programs

  • EUR ESE 31

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