Monitoring the Parameters of the Market Model by Linear Profile Procedures
Year of publication: |
2010
|
---|---|
Authors: | Ho, Linda Lee ; El Said, Mahmoud ; Kim, Ricardo Wonseuk |
Published in: |
Stochastics and Quality Control. - Walter de Gruyter GmbH & Co. KG, ISSN 2367-2404, ZDB-ID 2905267-1. - Vol. 25.2010, 1, p. 81-96
|
Publisher: |
Walter de Gruyter GmbH & Co. KG |
Subject: | Linear profile monitoring | stock's beta | market neutral | market model | linear regression model |
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