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isPartOf:"MPRA Paper"
~isPartOf:"Applied economics"
~isPartOf:"International journal of forecasting"
~isPartOf:"The review of financial studies"
~person:"Bollen, Bernard"
~subject:"Theory"
~subject:"Time series analysis"
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How is β related to asset returns?
Bollen, Bernard
;
Gharghori, Philip
- In:
Applied economics
48
(
2016
)
19/21
,
pp. 1925-1935
Persistent link: https://www.econbiz.de/10011590029
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What should the value of lambda be in the exponentially weighted moving average volatility model?
Bollen, Bernard
- In:
Applied economics
47
(
2015
)
7/9
,
pp. 853-860
Persistent link: https://www.econbiz.de/10010512092
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