Monitoring the parameters of the market model by linear profile procedures (Q2915358)
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scientific article; zbMATH DE number 6083112
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| default for all languages | No label defined |
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| English | Monitoring the parameters of the market model by linear profile procedures |
scientific article; zbMATH DE number 6083112 |
Statements
16 September 2012
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linear profile monitoring
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stock's beta
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market neutral
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linear regression model
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Monitoring the parameters of the market model by linear profile procedures (English)
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0.7230055928230286
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0.7193500399589539
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0.6972199082374573
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0.6960250735282898
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