The long memory of time‐varying beta: examination of three emerging Asian stock markets
Year of publication: |
2001
|
---|---|
Authors: | Choudhry, Taufiq |
Published in: |
Managerial Finance. - MCB UP Ltd, ISSN 1758-7743, ZDB-ID 2047612-7. - Vol. 27.2001, 1/2, p. 5-23
|
Publisher: |
MCB UP Ltd |
Subject: | Accounting research | Beta factor | Stochastic modelling | Hong Kong | Malaysia | Singapore |
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