Conditional risk–return relationship in a time-varying beta model (Q3518378): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/14697680701191361 / rank | |||
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| Property / cites work: MODELING THE RISK AND RETURN RELATION CONDITIONAL ON MARKET VOLATILITY AND MARKET CONDITIONS / rank | |||
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Latest revision as of 13:19, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional risk–return relationship in a time-varying beta model |
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Conditional risk–return relationship in a time-varying beta model (English)
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7 August 2008
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capital asset pricing
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time varying parameter models
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asymmetric risk-return relationship
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