Robust Prediction of Beta

Ronchetti, Elvezio; Genton, Marc G.

doi:10.1007/978-3-540-77958-2_8

Scientific article

English

Robust Prediction of Beta

ContributorsRonchetti, Elvezio

; Genton, Marc G.

Published inComputational Methods in Financial Engineering, p. 147-161

Publication date2008

Affiliation entities

Faculté d'économie et de management / Research Center for Statistics

Citation (ISO format)

RONCHETTI, Elvezio, GENTON, Marc G. Robust Prediction of Beta. In: Computational Methods in Financial Engineering, 2008, p. 147–161. doi: 10.1007/978-3-540-77958-2_8

Identifiers

PID : unige:22962
DOI : 10.1007/978-3-540-77958-2_8

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Robust Prediction of Beta

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