Combining Vasicek and robust estimators for forecasting systematic risk

Date
2002
Authors
Cloete GS
De Jongh PJ
De Wet T
Journal Title
Journal ISSN
Volume Title
Publisher
Investment Society of Southern Africa, P O Box 131, Ferndale 2160, South Africa
Abstract
Description
Ekonomiese En Bestuurswetenskappe
Statistiek & Aktuariele Wetenskap
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Keywords
Citation
Investment Analysts
URI
http://hdl.handle.net/10019.1/75537
Collections
2002 - Research Outputs