Testing for asymmetry in betas of cumulative returns: impact of the financial crisis and crude oil price (Q2397479): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1515/strm-2016-0010 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1515/STRM-2016-0010 / rank | |||
Normal rank | |||
Latest revision as of 09:39, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for asymmetry in betas of cumulative returns: impact of the financial crisis and crude oil price |
scientific article |
Statements
Testing for asymmetry in betas of cumulative returns: impact of the financial crisis and crude oil price (English)
0 references
22 May 2017
0 references
asymmetric beta
0 references
cumulative intraday return curves
0 references
functional data analysis
0 references
two sample test
0 references
0 references
