Time varying betas and the unconditional distribution of asset returns (Q2869990)
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scientific article; zbMATH DE number 6247167
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Time varying betas and the unconditional distribution of asset returns |
scientific article; zbMATH DE number 6247167 |
Statements
Time varying betas and the unconditional distribution of asset returns (English)
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17 January 2014
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beta
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elliptical symmetry
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CVaR
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quadratic forms
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0.89986223
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0.86823004
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0.85746944
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0.85492307
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0.8521961
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