Time-Varying Betas Help in Asset Pricing: The Threshold CAPM (Q3368301): Difference between revisions
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Revision as of 10:55, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-Varying Betas Help in Asset Pricing: The Threshold CAPM |
scientific article |
Statements
Time-Varying Betas Help in Asset Pricing: The Threshold CAPM (English)
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27 January 2006
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interest rate
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threshold regression
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LM test
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concentrated LS
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bootstrap
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