Robust regression estimation methods and intercept bias : a capital asset pricing model application
Year of publication: |
2009
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Authors: | McDonald, James B. ; Michelfelder, Richard A. ; Theodossiou, Panayiotis |
Published in: |
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society. - Camden, NJ : [Verlag nicht ermittelbar], ISSN 1096-1879, ZDB-ID 1418550-7. - Vol. 13.2009, 3/4, p. 293-321
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Subject: | CAPM | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Regressionsanalyse | Regression analysis | Theorie | Theory |
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