Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model (Q2288908)

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Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
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    Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model (English)
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    20 January 2020
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    time-varying market beta
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    bull and bear markets
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    instability
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    sustainable index nonlinearity
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