Matches in SemOpenAlex for { <https://semopenalex.org/work/W3121521790> ?p ?o ?g. }
Showing items 1 to 75 of
75
with 100 items per page.
- W3121521790 abstract "In this paper, we develop a modified maximum likelihood (MML) estimator for the multiple linear regression model with underlying student t distribution. We obtain the closed form of the estimators, derive the asymptotic properties, and demonstrate that the MML estimator is more appropriate for estimating the parameters of the Capital Asset Pricing Model by comparing its performance with least squares estimators (LSE) on the monthly returns of US portfolios. The empirical results reveal that the MML estimators are more efficient than LSE in terms of the relative efficiency of one-step-ahead forecast mean square error in small samples." @default.
- W3121521790 created "2021-02-01" @default.
- W3121521790 creator A5045661677 @default.
- W3121521790 creator A5045702318 @default.
- W3121521790 creator A5054366492 @default.
- W3121521790 date "2010-01-01" @default.
- W3121521790 modified "2023-10-01" @default.
- W3121521790 title "Robust Estimation and Forecasting of the Capital Asset Pricing Model" @default.
- W3121521790 doi "https://doi.org/10.2139/ssrn.1656928" @default.
- W3121521790 hasPublicationYear "2010" @default.
- W3121521790 type Work @default.
- W3121521790 sameAs 3121521790 @default.
- W3121521790 citedByCount "0" @default.
- W3121521790 crossrefType "journal-article" @default.
- W3121521790 hasAuthorship W3121521790A5045661677 @default.
- W3121521790 hasAuthorship W3121521790A5045702318 @default.
- W3121521790 hasAuthorship W3121521790A5054366492 @default.
- W3121521790 hasBestOaLocation W31215217902 @default.
- W3121521790 hasConcept C105795698 @default.
- W3121521790 hasConcept C139945424 @default.
- W3121521790 hasConcept C149782125 @default.
- W3121521790 hasConcept C162324750 @default.
- W3121521790 hasConcept C181236170 @default.
- W3121521790 hasConcept C185429906 @default.
- W3121521790 hasConcept C187736073 @default.
- W3121521790 hasConcept C33923547 @default.
- W3121521790 hasConcept C48921125 @default.
- W3121521790 hasConcept C96250715 @default.
- W3121521790 hasConceptScore W3121521790C105795698 @default.
- W3121521790 hasConceptScore W3121521790C139945424 @default.
- W3121521790 hasConceptScore W3121521790C149782125 @default.
- W3121521790 hasConceptScore W3121521790C162324750 @default.
- W3121521790 hasConceptScore W3121521790C181236170 @default.
- W3121521790 hasConceptScore W3121521790C185429906 @default.
- W3121521790 hasConceptScore W3121521790C187736073 @default.
- W3121521790 hasConceptScore W3121521790C33923547 @default.
- W3121521790 hasConceptScore W3121521790C48921125 @default.
- W3121521790 hasConceptScore W3121521790C96250715 @default.
- W3121521790 hasLocation W31215217901 @default.
- W3121521790 hasLocation W312152179010 @default.
- W3121521790 hasLocation W312152179011 @default.
- W3121521790 hasLocation W31215217902 @default.
- W3121521790 hasLocation W31215217903 @default.
- W3121521790 hasLocation W31215217904 @default.
- W3121521790 hasLocation W31215217905 @default.
- W3121521790 hasLocation W31215217906 @default.
- W3121521790 hasLocation W31215217907 @default.
- W3121521790 hasLocation W31215217908 @default.
- W3121521790 hasLocation W31215217909 @default.
- W3121521790 hasOpenAccess W3121521790 @default.
- W3121521790 hasPrimaryLocation W31215217901 @default.
- W3121521790 hasRelatedWork W1545880821 @default.
- W3121521790 hasRelatedWork W1603958619 @default.
- W3121521790 hasRelatedWork W1605390349 @default.
- W3121521790 hasRelatedWork W1969333122 @default.
- W3121521790 hasRelatedWork W1972526041 @default.
- W3121521790 hasRelatedWork W2050499439 @default.
- W3121521790 hasRelatedWork W2133213187 @default.
- W3121521790 hasRelatedWork W2265036843 @default.
- W3121521790 hasRelatedWork W2580446748 @default.
- W3121521790 hasRelatedWork W2781870416 @default.
- W3121521790 hasRelatedWork W3121492091 @default.
- W3121521790 hasRelatedWork W3122740684 @default.
- W3121521790 hasRelatedWork W3123426226 @default.
- W3121521790 hasRelatedWork W3124886916 @default.
- W3121521790 hasRelatedWork W3124900681 @default.
- W3121521790 hasRelatedWork W3125241600 @default.
- W3121521790 hasRelatedWork W3125742153 @default.
- W3121521790 hasRelatedWork W3195282591 @default.
- W3121521790 hasRelatedWork W884128754 @default.
- W3121521790 hasRelatedWork W2152317424 @default.
- W3121521790 isParatext "false" @default.
- W3121521790 isRetracted "false" @default.
- W3121521790 magId "3121521790" @default.
- W3121521790 workType "article" @default.