Browsing by Title "A new ICAPM approach to multifactor stock pricing using Bootstrap"

Now showing items 1-1 of 1

  • A new ICAPM approach to multifactor stock pricing using Bootstrap (added: 2020-02-24) 

    Urbański, Stanisław; Leśkow, Jacek (Oficyna Wydawnicza AFM, 2014)
    The aim of this work is the use of bootstrap methods for assessing of returns and risk of stock described by a small-to-moderate time series data. The paper presents the possibility of using bootstrap for testing the ...