The memory of beta
Year of publication: |
2021
|
---|---|
Authors: | Becker, Janis ; Hollstein, Fabian ; Prokopczuk, Marcel ; Sibbertsen, Philipp |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 124.2021, p. 1-13
|
Subject: | Long memory | Beta | Persistence | Forecasting | Predictability | Prognoseverfahren | Forecasting model | Betafaktor | Beta risk | Zeitreihenanalyse | Time series analysis | Theorie | Theory | CAPM | Kapitaleinkommen | Capital income |
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