Pages that link to "Item:Q3474177"
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The following pages link to Alternative beta estimation for the market model using partially adaptive techniques (Q3474177):
Displaying 12 items.
- A nonparametric approach to measuring the sensitivity of an asset's return to the market (Q315467) (← links)
- Robust vs. OLS estimation of the market model: implications for event studies (Q1583427) (← links)
- Family of multivariate generalized \(t\) distributions (Q1877009) (← links)
- Investment volatility: A critique of standard beta estimation and a simple way forward (Q2467287) (← links)
- Data-Based Adaptive Estimation in an Investment Model (Q2890086) (← links)
- Robust estimation with flexible parametric distributions: estimation of utility stock betas (Q3564808) (← links)
- Beta estimation in the market model: skewness and leptokurtosis (Q4275848) (← links)
- Adjusting for the interval effect bias in beta coefficients on a thin security market: application of a lag distribution model (Q4278269) (← links)
- Robust Location and Scale Estimation Based on the Univariate Generalized<i>t</i>(<i>GT</i>) Distribution (Q4412404) (← links)
- Modelling stochastic volatility using generalized<i>t</i>distribution (Q4922633) (← links)
- Bayesian Inference in Generalized Error and Generalized Student-<i>t</i>Regression Models (Q5457969) (← links)
- Selecting from among 12 alternative distributions of financial data (Q5867437) (← links)
