A two phase approach to estimating time-varying parameters in the capital asset pricing model

Please use this identifier to cite or link to this item: http://ir.sinica.edu.tw/handle/201000000A/41879

Title:	A two phase approach to estimating time-varying parameters in the capital asset pricing model
Authors:	Su, Y. Hwang, J. S.
Issue Date:	2009-01-01
Relation:	Journal of Applied Statistics 36, 79-89
URI:	http://ir.sinica.edu.tw/handle/201000000A/41879
ISSN:	http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=Drexel&SrcApp=hagerty_opac&KeyRecord=0266-4763&DestApp=JCR&RQ=IF_CAT_BOXPLOT
Appears in Collections:	統計科學研究所

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