Browsing by Subject "Iterated nonlinear seemingly unrelated regression"

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Political and economic events 1988 to 1998 : their impact on the specification of the nonlinear multifactor asset pricing model described by the arbitrage pricing theory for the financial and industrial sector of the Johannesburg Stock Exchange

Stephanou, Costas Michael (1999-05)

The impact of political and economic events on the asset pricing model described by the arbitrage pricing theory (APTM) was examined in order to establish if they had caused any changes in its specification. It was ...

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