"Statistical Estimation for CAPM with Long-Memory Dependence."

Tomoyuki Amano, Tsuyoshi Kato, Masanobu Taniguchi (2012)

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DOI: 10.1155/2012/571034

access: open

type: Journal Article

metadata version: 2020-05-26

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Tomoyuki Amano, Tsuyoshi Kato, Masanobu Taniguchi:
Statistical Estimation for CAPM with Long-Memory Dependence. Adv. Decis. Sci. 2012: 571034:1-571034:12 (2012)

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