Alternative beta estimation for the market model using partially adaptive techniques (Q3474177)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Alternative beta estimation for the market model using partially adaptive techniques |
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Alternative beta estimation for the market model using partially adaptive techniques (English)
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1989
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generalized t
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Box-Tiao
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power-exponential
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regression
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partially adaptive estimation
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least absolute deviation
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beta coefficients
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stock returns
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influence functions
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leptokurtosis
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ordinary least squares
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market model
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