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