Time-Varying Betas Help in Asset Pricing: The Threshold CAPM
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Publication:3368301
DOI10.2202/1558-3708.1101zbMath1080.91528OpenAlexW3121164281MaRDI QIDQ3368301
Aslihan Altay-Salih, Levent Akdeniz, Mehmet Caner
Publication date: 27 January 2006
Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2202/1558-3708.1101
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