Time varying CAPM betas and banking sector risk (Q433198): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating and Testing Linear Models with Multiple Structural Changes / rank
 
Normal rank

Latest revision as of 11:51, 5 July 2024

scientific article
Language Label Description Also known as
English
Time varying CAPM betas and banking sector risk
scientific article

    Statements

    Time varying CAPM betas and banking sector risk (English)
    0 references
    0 references
    13 July 2012
    0 references
    0 references
    CAPM
    0 references
    financial risk
    0 references
    structural breaks
    0 references
    0 references