Autoregressive conditional beta
Year of publication: |
2012
|
---|---|
Authors: | Kim, Yunmi |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 32.2012, 2, p. 1489-1494
|
Publisher: |
AccessEcon |
Subject: | Capital Asset Pricing Model | Beta Coefficient | Autoregressive Model |
-
On the Properties of Regression Tests of Asset Return Predictability
Velasco, Carlos, (2011)
-
Fuhrer, Jeffrey C., (2009)
-
Andersen, Torben, (2003)
- More ...
-
Essays on time series models with dynamic coefficients in macroeconomics and finance
Kim, Yunmi, (2008)
-
Robust estimation of covariance and its application to portfolio optimization
Huo, Lijuan, (2012)
-
Kim, Yunmi, (2014)
- More ...