Estimation of the Capital Asset Pricing Model by means of Kalman filter
Author: | PhDr. Pařenicová Petra |
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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 |