Instability and predictability of factor betas of industrial stocks : the flexible least squares solutions
Year of publication: |
2005
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Authors: | He, Ling T. |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 45.2005, 4/5, p. 619-640
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Subject: | Betafaktor | Beta risk | Industrie | Manufacturing industries | Aktie | Share | Prognoseverfahren | Forecasting model | USA | United States | Kleinste-Quadrate-Methode | Least squares method | Korrelation | Correlation | 1934-1997 |
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