Estimation of oil firm's systematic risk via composite time-varying models
Year of publication: |
2011
|
---|---|
Authors: | Lu, Jin-Ray ; Lee, Pei-Hsuan ; Chuang, I-Yuan |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 81.2011, 11, p. 2389-2399
|
Publisher: |
Elsevier |
Subject: | Systematic risk | Composite forecasts | Time-varying beta | Oil industry |
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