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- W1581869372 abstract "In the paper we study the stability of parameters of Capital Assets Pricing Model on the Czech stock market. We estimate beta coefficients of selected shares by least squares and least absolute deviation methods. Then we apply clasical and Ll-methods to test the stability of the estimated regression model over time." @default.
- W1581869372 created "2016-06-24" @default.
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- W1581869372 date "2008-10-19" @default.
- W1581869372 modified "2023-09-24" @default.
- W1581869372 title "Testing Stability of Capital Assets Pricing Model" @default.
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