Local influence diagnostics for the test of mean-variance efficiency and systematic risks in the capital asset pricing model

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dc.contributor.authorGalea Rojas, Manuel Jesús
dc.contributor.authorGimenez, Patricia
dc.date.accessioned2019-10-07T16:24:10Z
dc.date.available2019-10-07T16:24:10Z
dc.date.issued2019
dc.fuente.origenConveris
dc.identifier.doi10.1007/s00362-016-0838-8
dc.identifier.issn0932-5026
dc.identifier.urihttps://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=tsmetrics&SrcApp=tsm_test&DestApp=WOS_CPL&DestLinkType=FullRecord&KeyUT=ISI:000457432300015
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/26443
dc.identifier.urihttps://doi.org/10.1007/s00362-016-0838-8
dc.identifier.wosidWOS:000457432300015
dc.issue.numeroNo. 1
dc.language.isoen
dc.pagina.inicio35
dc.rightsacceso restringido
dc.subjectLocal influence diagnosticses_ES
dc.subjectFirst and second-order approacheses_ES
dc.subjectCapital asset pricing modeles_ES
dc.subjectWald test statistices_ES
dc.subject.ddc330
dc.subject.deweyEconomíaes_ES
dc.subject.ods03 Good health and well-being
dc.subject.odspa03 Salud y bienestar
dc.titleLocal influence diagnostics for the test of mean-variance efficiency and systematic risks in the capital asset pricing modeles_ES
dc.typeartículo
dc.volumenVol. 60
sipa.codpersvinculados1008589
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