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On a CAPM monitoring based on the EWMA process control
Ergashev, Bakhodir A - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005132923
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The Evolution of Expectations Towards Expiration
Weide, Roy van der; Peters, Remco - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005345665
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Volatility and Policy Regimes: the UK joining the Euro
Holly, Sean; Corrado, Luisa - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005706783