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Journal Articles
International Journal of Emerging Markets (2015) 10 (3): 521–534.
Published: 20 July 2015
... by observation equation and state equation as: (Equation 3) (Equation 4) (Equation 5) © Emerald Group Publishing Limited 2015 Forecasting Kalman filter Beta Rolling regression BFGS Diebold and Mariano test In finance the Capital Asset Pricing Model (CAPM) is one...

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