Conditional risk–return relationship in a time-varying beta model (Q3518378)
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scientific article; zbMATH DE number 5308925
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| English | Conditional risk–return relationship in a time-varying beta model |
scientific article; zbMATH DE number 5308925 |
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Conditional risk–return relationship in a time-varying beta model (English)
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7 August 2008
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capital asset pricing
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time varying parameter models
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asymmetric risk-return relationship
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0.8163885474205017
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0.7655803561210632
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0.76076340675354
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0.7591753005981445
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0.7497691512107849
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