Capital asset pricing model in Portugal : evidence from fractal regressions
Year of publication: |
November 2018
|
---|---|
Authors: | Kristoufek, Ladislav ; Ferreira, Paulo |
Published in: |
Portuguese economic journal. - Berlin : Springer, ISSN 1617-982X, ZDB-ID 2083329-5. - Vol. 17.2018, 3, p. 173-183
|
Subject: | Capital asset pricing model | Detrended cross-correlation analysis | Detrending moving-average cross-correlation analysis | Fractal regressions | Portugal | CAPM | Schätzung | Estimation | Regressionsanalyse | Regression analysis |
-
Multiscale optimal portfolios using CAPM fractal regression : estimation for emerging stock markets
Tilfani, Oussama, (2020)
-
Capital asset pricing model and subprime crisis : evidence from Indian equity market
Bajpai, Shweta, (2017)
-
Allen, David E., (2013)
- More ...
-
GDP growth and convergence determinants in the European Union: a crisp-set analysis
Ferreira, Paulo, (2016)
-
Ferreira, Paulo, (2019)
-
Contagion of the subprime financial crisis on frontier stock markets: A copula analysis
Mohti, Wahbeeah, (2019)
- More ...