Conditional risk–return relationship in a time-varying beta model (Q3518378)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional risk–return relationship in a time-varying beta model |
scientific article |
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Conditional risk–return relationship in a time-varying beta model (English)
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7 August 2008
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capital asset pricing
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time varying parameter models
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asymmetric risk-return relationship
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