Conditional risk–return relationship in a time-varying beta model (Q3518378): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 23:41, 4 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional risk–return relationship in a time-varying beta model |
scientific article |
Statements
Conditional risk–return relationship in a time-varying beta model (English)
0 references
7 August 2008
0 references
capital asset pricing
0 references
time varying parameter models
0 references
asymmetric risk-return relationship
0 references
