Beta Measurement and Forecasting with High Frequency Returns
Year of publication: |
2020
|
---|---|
Authors: | Doan, Bao Huy |
Other Persons: | Lee, John B. (contributor) ; Liu, Qianqiu (contributor) ; Reeves, Jonathan J. (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Betafaktor | Beta risk | Volatilität | Volatility | CAPM | Prognose | Forecast | Messung | Measurement | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource (33 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 1, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3444103 [DOI] |
Classification: | C53 - Forecasting and Other Model Applications ; c58 ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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