An Analysis of the Forecast Error Impact of Alternative Beta Adjustment Techniques and Risk Classes
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Bibliographic InfoArticle provided by American Finance Association in its journal Journal of Finance.
Volume (Year): 34 (1979)
Issue (Month): 3 (June)
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- Shu Wing Ho & Alan Lee & Alastair Marsden, 2011. "Use of Bayesian Estimates to determine the Volatility Parameter Input in the Black-Scholes and Binomial Option Pricing Models," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 4(1), pages 74-96, December.
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- Sinha, Pankaj & Jayaraman, Prabha, 2012. "Empirical analysis of the forecast error impact of classical and bayesian beta adjustment techniques," MPRA Paper 37662, University Library of Munich, Germany.
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