Robust estimation and forecasting of the capital asset pricing model

Guorui Bian, Michael McAleer, Wing Keung Wong

    Research output: Contribution to journalJournal articlepeer-review

    17 Citations (Scopus)

    Fingerprint

    Dive into the research topics of 'Robust estimation and forecasting of the capital asset pricing model'. Together they form a unique fingerprint.

    Keyphrases

    Mathematics

    Economics, Econometrics and Finance