Censoring and its impact on beta estimation

Brooks, Robert D., Faff, Robert W., Fry, Tim R. L. and Gunn, Lucy (2005) Censoring and its impact on beta estimation. Advances in Investment Analysis and Portfolio Management. New Series, 1 111-135.

Author Brooks, Robert D.
Faff, Robert W.
Fry, Tim R. L.
Gunn, Lucy
Title Censoring and its impact on beta estimation
Journal name Advances in Investment Analysis and Portfolio Management. New Series
ISSN 1941-9864
ISBN 9780965164337
0965164330
Publication date 2005
Sub-type Article (original research)
Volume 1
Start page 111
End page 135
Total pages 25
Editor Cheng-Few Lee
Alice C. Lee
Place of publication New York, NY, U.S.A.
Publisher JAI Press
Language eng
Q-Index Code C1
Q-Index Status Provisional Code
Institutional Status Non-UQ
Additional Notes xvi, 269 p. : ill. ; 24 cm. Chapter 6 of 11.

Document type: Journal Article
Sub-type: Article (original research)
Collection: UQ Business School Publications
 
Versions
Version Filter Type
Citation counts: Google Scholar Search Google Scholar
Created: Tue, 08 Mar 2011, 11:30:46 EST by Karen Morgan on behalf of UQ Business School