Systematic risk estimation in symmetric models

References

• Atkinson , A. C. 1981 . Two graphical display for outlying and influential observations in regression . Biometrika , 68 : 13 – 20 .
   Web of Science ®Google Scholar
• Cademartori , D. , Romo , C. , Campos , R. and Galea , M. 2003 . Robust estimation of the systematic risk using the t distribution in the Chilean stock markets . Applied Economics Letters , 10 : 447 – 53 .
   Web of Science ®Google Scholar
• Cook , R. D. 1986 . Assessment of local influence (with discussion) . Journal of the Royal Statistical Society , B 48 : 133 – 69 .
   Google Scholar
• Cysneiros , F. J. A. and Paula , G. A. 2005 . Restricted methods in symmetrical linear regression models . Computational Statistics and Data Analysis , 49 : 689 – 708 .
   Web of Science ®Google Scholar
• Fang , K. T. , Kotz , S. and Ng , K. W. 1990 . Symmetric Multivariate and Related Distributions , London : Chapman and Hall .
   Google Scholar
• Lesaffre , F. and Verbeke , G. 1998 . Local influence in linear mixed models . Biometrics , 57 : 1166 – 72 .
   Google Scholar
• Ruppert , D. 2004 . Statistics and Finance , New York : Springer .
   Google Scholar
• Zhou , G. 1993 . Asset-pricing test under alternative distributions . Journal of Finance , 48 : 1927 – 42 .
   Web of Science ®Google Scholar