Time-varying beta : the case study of the largest companies from the Polish, Czech, and Hungarian stock exchange
Year of publication: |
2021
|
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Authors: | Dębski, Wiesław ; Feder-Sempach, Ewa ; Szczepocki, Piotr |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 57.2021, 13, p. 3855-3877
|
Subject: | beta parameter | Budapest Stock Exchange | Kalman filter | Prague | Rate of return | time-varying model | Warsaw | Ungarn | Hungary | Polen | Poland | Tschechien | Czech Republic | Börse | Bourse | Betafaktor | Beta risk | Kapitaleinkommen | Capital income | CAPM | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Aktienmarkt | Stock market |
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