Testing for asymmetry in betas of cumulative returns: impact of the financial crisis and crude oil price (Q2397479): Difference between revisions

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Property / DOI: 10.1515/strm-2016-0010 / rank
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Property / full work available at URL: https://doi.org/10.1515/strm-2016-0010 / rank
 
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Property / DOI: 10.1515/STRM-2016-0010 / rank
 
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Latest revision as of 09:39, 18 December 2024

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Testing for asymmetry in betas of cumulative returns: impact of the financial crisis and crude oil price
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    Testing for asymmetry in betas of cumulative returns: impact of the financial crisis and crude oil price (English)
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    22 May 2017
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    asymmetric beta
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    cumulative intraday return curves
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    functional data analysis
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    two sample test
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