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CAPM-alpha estimation with robust regression vs. linear regression
Ordinary least squares (OLS) regression analysis seeks to find the relationship between variables under certain assumptions. If these assumptions are not met, the results are said to be not robust. Robust regression by optimization seeks to meet these assumptions. Both regression methods are contras...
Αποθηκεύτηκε σε:
| Τόπος έκδοσης: | Análisis Económico |
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| Κύριος συγγραφέας: | |
| Μορφή: | Artigo |
| Γλώσσα: | Inglês |
| Έκδοση: |
Universidad Autónoma Metropolitana
2023
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| Θέματα: | |
| Διαθέσιμο Online: | https://www.redalyc.org/articulo.oa?id=41374413003 https://www.redalyc.org/journal/413/41374413003/ https://www.redalyc.org/journal/413/41374413003/html/ https://www.redalyc.org/journal/413/41374413003/41374413003.epub https://www.redalyc.org/journal/413/41374413003/movil |
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