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0497836 - ÚTIA 2019 RIV DE eng J - Journal Article
Krištoufek, Ladislav - Ferreira, P.
Capital asset pricing model in Portugal: Evidence from fractal regressions.
Portuguese Economic Journal. Roč. 17, č. 3 (2018), s. 173-183. ISSN 1617-982X. E-ISSN 1617-9838
R&D Projects: GA ČR(CZ) GJ17-12386Y
Institutional support: RVO:67985556
Keywords : Capital asset pricing model * Detrended cross-correlation analysis * Detrending moving-average cross-correlation analysis * Fractal regressions * Portugal
OECD category: Applied Economics, Econometrics
Impact factor: 0.500, year: 2018
http://library.utia.cas.cz/separaty/2018/E/kristoufek-0497836.pdf
Permanent Link: http://hdl.handle.net/11104/0290650