The stochastic structure of the time-varying beta : evidence from UK companies
Year of publication: |
2002
|
---|---|
Authors: | Choudhry, Taufiq |
Published in: |
The Manchester School. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0025-2034, ZDB-ID 1418920-3. - Vol. 70.2002, 6, p. 768-791
|
Subject: | Betafaktor | Beta risk | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Großbritannien | United Kingdom |
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