The Partial Adaptive Estimation of CAPM with Censorship in an Emerging Market
碩士 === 國立政治大學 === 國際貿易學系 === 90 === The daily data of stock returns in Taiwan stock market suffer from thin trading, price limits and non-normality that either cause specific estimation problems due to the daily characteristic or violate the assumption of traditional CAPM. These violation...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/82285244216690450264 |