A two-phase approach to estimating time-varying parameters in the capital asset pricing model

✍ Scribed by Su, Yih; Hwang, Jing-Shiang

• Book ID: 126898518
• Publisher: Taylor and Francis Group
• Year: 2008
• Tongue: English
• Weight: 191 KB
• Volume: 36
• Category: Article
• ISSN: 0266-4763
• DOI: 10.1080/02664760802443871