Pages that link to "Item:Q315467"

The following pages link to A nonparametric approach to measuring the sensitivity of an asset's return to the market (Q315467):

Displaying 7 items.

• Spectral analysis of public utility returns (Q1247153) (← links)
• Robustness of the market model (Q1338992) (← links)
• Sensitivity of portfolio VaR and CVaR to portfolio return characteristics (Q2393347) (← links)
• Monitoring the parameters of the market model by linear profile procedures (Q2915358) (← links)
• Empirical analysis of the return rate of Shanghai stock market based on the nonparametric model method (Q3170360) (← links)
• Alternative beta estimation for the market model using partially adaptive techniques (Q3474177) (← links)
• (Q4862268) (← links)