Testing for asymmetry in betas of cumulative returns: impact of the financial crisis and crude oil price (Q2397479)
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scientific article; zbMATH DE number 6722158
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| English | Testing for asymmetry in betas of cumulative returns: impact of the financial crisis and crude oil price |
scientific article; zbMATH DE number 6722158 |
Statements
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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0.7003879547119141
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0.6805084943771362
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0.6801578998565674
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0.6795779466629028
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