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

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