A two-phase approach to estimating time-varying parameters in the capital asset pricing model (Q3183868)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A two-phase approach to estimating time-varying parameters in the capital asset pricing model |
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A two-phase approach to estimating time-varying parameters in the capital asset pricing model (English)
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21 October 2009
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CAPM
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two-phase estimation
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time-varying parameter
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