Applications of Multivariate Time Series Analysis, Kalman Filter and Neural Networks in Estimating Capital Asset Pricing Model.

Wed, 01 Jan 2014 00:00:00 +0100

An Zeng, Dan Pan, Haidong Yang, Guangqiang Xie:
Applications of Multivariate Time Series Analysis, Kalman Filter and Neural Networks in Estimating Capital Asset Pricing Model. IEA/AIE (2) 2014: 507-516