Work

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

Year: 2003

Type: article

Source: Applied Economics Letters

DOI: 10.1080/1350485032000082018a

Authors: David Cademartori, Cecilia Romo, Ricardo Campos, Manuel Galea

Institutions: Pontificia Universidad Católica de Valparaíso, University of Valparaíso

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2083781295

FWCI: 1.49

Cites: 28

Cited by: 18

Related to: 10