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subject:"CAPM"
subject:"USA"
~isPartOf:"Journal of banking & finance"
~person:"Cai, Zongwu"
~subject:"ARCH-Modell"
~subject:"Smoothly clipped absolute deviation penalty"
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Smoothly clipped absolute deviation penalty
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A semiparametric conditional capital asset pricing model
Cai, Zongwu
;
Ren, Yu
;
Yang, Bingduo
- In:
Journal of banking & finance
61
(
2015
),
pp. 117-126
Persistent link: https://www.econbiz.de/10011545159
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