Misspecification testing and robust estimation of the market model: estimating betas for the FT-SE industry baskets
Author:
Publisher
Informa UK Limited
Subject
Economics, Econometrics and Finance (miscellaneous)
Link
http://www.tandfonline.com/doi/pdf/10.1080/13518479600000012
Reference27 articles.
1. Measuring security price performance
2. Robust Measurement of Beta Risk
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