Robust estimation of systematic risk using the t distribution in the chilean stock markets

Applied Economics Letters

Volumn 10, Issue 7, 2003, Pages 447-453

  Cademartori, David ^a   Romo, Cecilia ^a   Campos, Ricardo ^a   Galea, Manuel ^b  

^a PONTIFICIA UNIVERSIDAD CATÓLICA DE VALPARAÍSO   (Chile)

^b UNIVERSIDAD DE VALPARAÍSO   (Chile)

Author keywords

[No Author keywords available]

Indexed keywords

ESTIMATION METHOD; MARKET CONDITIONS; RISK ASSESSMENT; STOCK MARKET;

CHILE;

EID: 0038270612     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/1350485032000082018A     Document Type: Article

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