A different approach to estimating betas of securities subject to thin trading and serial correlation
Year of publication: |
2005
|
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Authors: | Wang, Peijie ; Jones, Trefor T. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 15.2005, 16, p. 1145-1152
|
Subject: | Betafaktor | Beta risk | Korrelation | Correlation | Schätzung | Estimation | Kointegration | Cointegration | CAPM | Großbritannien | United Kingdom |
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