Browsing UT - Faculty of Mathematics and Natural Sciences by Subject "excess return"
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Kajian Model Empat Faktor Carhart dalam Ekstra Imbal Hasil Menggunakan Analisis Regresi Kuantil
(2013)Quantile regression analysis is one of regression analysis that can be used for data with outliers. The objectives of this research are to see the impacts of explanatory variables in Carhart four-factors model to the excess ...