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Maximum likelihood estimation of a CAPM with time-varying beta

2002
It is investigated the likelihood inference for the time-varying parameter version of the popular Capital Asset Pricing Model when the error is a mixture of two normal distributions. The estimation of the parameters is carried out through an approximation of the likelihood based on a quadrature method.
DE LUCA, GIOVANNI, BARTOLUCCI F.
openaire   +1 more source

Double beta decay, Majorana neutrinos, and neutrino mass

Reviews of Modern Physics, 2008
Jonathan Engel
exaly  

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