Conditional risk–return relationship in a time-varying beta model
From MaRDI portal
Publication:3518378
DOI10.1080/14697680701191361zbMath1140.91392OpenAlexW2039350124MaRDI QIDQ3518378
Publication date: 7 August 2008
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680701191361
Economic time series analysis (91B84) Auctions, bargaining, bidding and selling, and other market models (91B26)
Cites Work
This page was built for publication: Conditional risk–return relationship in a time-varying beta model