Estimation of the Capital Asset Pricing Model by means of Kalman filter
| Author: | PhDr. Pařenicová Petra |
|---|---|
| Year: | 2007 - winter |
| Leaders: | PhDr. Martin Netuka |
| Consultants: | prof. Ing. Miloslav Vošvrda CSc. |
| Work type: | Doctoral |
| Language: | Czech |
| Pages: | 78 |
| Awards and prizes: | |
| Link: | |
| Abstract: | Under construction |
| Downloadable: | Rigorous thesis |
