Statistical estimation for CAPM with long-memory dependence
From MaRDI portal
Publication:764801
DOI10.1155/2012/571034zbMath1233.91319WikidataQ58697808 ScholiaQ58697808MaRDI QIDQ764801
Masanobu Taniguchi, Tsuyoshi Kato, Tomoyuki Amano
Publication date: 14 March 2012
Published in: Advances in Decision Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/571034
91G70: Statistical methods; risk measures
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