Time varying betas and the unconditional distribution of asset returns (Q2869990)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time varying betas and the unconditional distribution of asset returns |
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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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