Measuring the impact of extreme observations on CAPM alphas: Some methodological issues

✍ Scribed by De Moor, Lieven; Sercu, Piet

• Book ID: 124123881
• Publisher: Elsevier Science
• Year: 2015
• Tongue: English
• Weight: 942 KB
• Volume: 15
• Category: Article
• ISSN: 1544-6123
• DOI: 10.1016/j.frl.2014.05.002