Pages that link to "Item:Q3368301"
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The following pages link to Time-Varying Betas Help in Asset Pricing: The Threshold CAPM (Q3368301):
Displaying 7 items.
- Trending time-varying coefficient time series models with serially correlated errors (Q278242) (← links)
- Exchange option in a two-state Poisson CAPM (Q395917) (← links)
- Option pricing under a stressed-beta model (Q470515) (← links)
- Smooth transition quantile capital asset pricing models with heteroscedasticity (Q1930398) (← links)
- Estimation and test of jump discontinuities in varying coefficient models with empirical applications (Q2002725) (← links)
- On pricing options with stressed-beta in a reduced form model (Q2353840) (← links)
- Modelling nonlinearities in equity returns: the mean impact curve analysis (Q5404070) (← links)
