Local influence diagnostics for the test of mean-variance efficiency and systematic risks in the capital asset pricing model

artículo

Fecha

2019

Registro en:

10.1007/s00362-016-0838-8

0932-5026

https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=tsmetrics&SrcApp=tsm_test&DestApp=WOS_CPL&DestLinkType=FullRecord&KeyUT=ISI:000457432300015

https://repositorio.uc.cl/handle/11534/26443

https://doi.org/10.1007/s00362-016-0838-8

Autor

Galea Rojas, Manuel Jesús

Gimenez, Patricia

Institución

Pontificia Universidad Católica de Chile

Materias

Local influence diagnostics

First and second-order approaches

Capital asset pricing model

Wald test statistic

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