Multivariate test of Sharpe–Lintner CAPM with time-varying beta

Applied Financial Economics Letters ◽

10.1080/17446540701206584 ◽

2007 ◽

Vol 3 (5) ◽

pp. 335-341 ◽

Author(s):

P.-S. Wu ◽

J.-S. Chiou

Keyword(s):

Time Varying ◽

Multivariate Test

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A Multivariate Test of an Equilibrium APT with Time Varying Risk Premia in the Australian Equity Market

Australian Journal of Management ◽

10.1177/031289629301700204 ◽

1993 ◽

Vol 17 (2) ◽

pp. 233-258 ◽

Author(s):

Robert W. Faff

Keyword(s):

Risk Premia ◽

Equity Market ◽

Time Varying ◽

Multivariate Test

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Adaptative Model of the Human Operator in a Time-Varying Control Task

PsycEXTRA Dataset ◽

10.1037/e506122009-008 ◽

1966 ◽

Author(s):

E. E. Gould ◽

K. S. Fu

Keyword(s):

Human Operator ◽

Time Varying ◽

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Holography of time-varying waves through diffraction of pulsed light

Uspekhi Fizicheskih Nauk ◽

10.3367/ufnr.0148.198603g.0537 ◽

1986 ◽

Vol 148 (3) ◽

pp. 537 ◽

Author(s):

Yu.T. Mazurenko

Keyword(s):

Time Varying ◽

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New synchronization criteria for an array of neural networks with hybrid coupling and time-varying delays

Nonlinear Analysis Modelling and Control ◽

10.15388/na.2016.1.4 ◽

2016 ◽

pp. 57-76 ◽

Author(s):

Yanke Du ◽

◽

Rui Xu ◽

Keyword(s):

Neural Networks ◽

Time Varying ◽

Hybrid Coupling

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Time-varying Macroeconomic Risk of Real Estate Returns

10.15396/eres2016_161 ◽

2016 ◽

Author(s):

Felix Schindler ◽

Bertram Steininger ◽

Tim Kroencke

Keyword(s):

Real Estate ◽

Time Varying ◽

Macroeconomic Risk ◽

Real Estate Returns

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Modification of ABC Algorithm for Adaptation to Time-Varying Functions

IEEJ Transactions on Electronics Information and Systems ◽

10.1541/ieejeiss.132.584 ◽

2012 ◽

Vol 132 (4) ◽

pp. 584-591 ◽

Author(s):

Takeshi Nishida

Keyword(s):

Time Varying ◽

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A Design Method of Pole Placement and Observer for Non-Lexicographically-Fixed Linear Time-Varying Discrete MIMO Systems

IEEJ Transactions on Electronics Information and Systems ◽

10.1541/ieejeiss.133.365 ◽

2013 ◽

Vol 133 (2) ◽

pp. 365-372

Author(s):

Yasuhiko Mutoh ◽

Tomohiro Hara

Keyword(s):

Mimo Systems ◽

Linear Time ◽

Design Method ◽

Pole Placement ◽

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Memoryless Linear Adaptive Robust Controllers of Uncertain Systems with Nonlinear Time-Varying Delayed State Perturbations

IEEJ Transactions on Electronics Information and Systems ◽

10.1541/ieejeiss.131.2172 ◽

2011 ◽

Vol 131 (12) ◽

pp. 2172-2180

Author(s):

Hansheng Wu

Keyword(s):

Uncertain Systems ◽

Time Varying ◽

Robust Controllers

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Fundamental Study on Peripheral Nerve Stimulation with LF Time-Varying Magnetic Field

IEEJ Transactions on Fundamentals and Materials ◽

10.1541/ieejfms.133.351 ◽

2013 ◽

Vol 133 (6) ◽

pp. 351-355

Author(s):

Takehito Hayami ◽

Keiji Iramina

Keyword(s):

Magnetic Field ◽

Peripheral Nerve ◽

Nerve Stimulation ◽

Peripheral Nerve Stimulation ◽

Time Varying ◽

Fundamental Study

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Estimation of Bid Curves in Power Exchanges using Time-varying Simultaneous-Equations Models

IEEJ Transactions on Power and Energy ◽

10.1541/ieejpes.128.945 ◽

2008 ◽

Vol 128 (7) ◽

pp. 945-952

Author(s):

Kenta Ofuji ◽

Nobuyuki Yamaguchi

Keyword(s):

Simultaneous Equations ◽

Time Varying ◽

Simultaneous Equations Models

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