Local influence diagnostics for the test of mean-variance efficiency and systematic risks in the capital asset pricing model (Q2633428): Difference between revisions

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Local influence diagnostics for the test of mean-variance efficiency and systematic risks in the capital asset pricing model
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    Local influence diagnostics for the test of mean-variance efficiency and systematic risks in the capital asset pricing model (English)
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    8 May 2019
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    local influence diagnostics
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    first and second-order approaches
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    capital asset pricing model
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    Wald test statistic
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