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

@@ Property / Mathematics Subject Classification ID @@
+B25
@@ Property / Mathematics Subject Classification ID: 91B25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 91G70 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6055770
@@ Property / zbMATH DE Number: 6055770 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+CAPM
@@ Property / zbMATH Keywords: CAPM / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+financial risk
@@ Property / zbMATH Keywords: financial risk / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+structural breaks
@@ Property / zbMATH Keywords: structural breaks / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.econlet.2011.12.056
+Normal rank
@@ Property / OpenAlex ID @@
+W1964018142
@@ Property / OpenAlex ID: W1964018142 / rank @@
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Estimating and Testing Linear Models with Multiple Structural Changes
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:433198