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