Estimating the APT Factor Sensitivities Using Quantile Regression
ISBN
978-0-230-29522-3
Type
book section
Date Issued
2011
Author(s)
Editor(s)
Gregoriou, Greg N.
Pascalau, R.
Language
English
HSG Classification
contribution to scientific community
Refereed
No
Book title
Non-Linear Financial Econometrics : Forecasting Models, Computational and Bayesian Models
Publisher
Palgrave Macmillan
Publisher place
Basingstoke
Start page
18
End page
27
Pages
10
Subject(s)
Eprints ID
216840