Testing the Capital Asset Pricing Model using the Kalman Filter: Empirical Evidence from the Mexican Stock Market

info:eu-repo/semantics/bookPart

Fecha

2018-03

Registro en:

Samaniego-Alcántar, Á. & Casillas-Aceves, S.A. (2018). Testing the Capital Asset Pricing Model using the Kalman Filter: Empirical Evidence from the Mexican Stock Market.. En Coronado, Rojas & Venegas-Martínez (ed.). Recent Topics in Time Series and Finance: Theory and Applications in Emerging Markets (pp 81-94). Guadajara, México: Universidad de Guadalajara. https://rei.iteso.mx/handle/11117/5325

978-607-547-003-0

http://148.201.128.228:8080/xmlui/handle/20.500.12032/6009

https://repositorioslatinoamericanos.uchile.cl/handle/2250/6145626

Autor

Samaniego-Alcántar, Ángel

Casillas-Aceves, Santiago A.

Institución

Universidades Confiadas a la Compañía de Jesús en América Latina (Venezuela)

Materias

CAPM; Kalman Filter; Factor Model; Asset Pricing

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