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~accessRights:"restricted"
~person:"Choudhry, Taufiq"
~person:"Du, Donglei"
~person:"Engle, Robert F."
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Search: subject_exact:"Betafaktor"
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Choudhry, Taufiq
Du, Donglei
Engle, Robert F.
Hollstein, Fabian
7
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6
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4
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The role of the political cycle in the relationship between economic policy uncertainty and the long-run volatility of industry-level stock returns in the United States
Yu, Honghai
;
Fang, Libing
;
Zhang, Sunqi
;
Du, Donglei
- In:
Applied economics
50
(
2018
)
26
,
pp. 2932-2937
Persistent link: https://www.econbiz.de/10012037504
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2
Dynamic conditional beta is alive and well in the cross section of daily stock returns
Bali, Turan G.
;
Engle, Robert F.
;
Tang, Yi
- In:
Management science : journal of the Institute for …
63
(
2017
)
11
,
pp. 3760-3779
Persistent link: https://www.econbiz.de/10011772757
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3
How EPU drives long-term industry beta
Yu, Honghai
;
Fang, Libing
;
Du, Donglei
;
Yan, Panpan
- In:
Finance research letters
22
(
2017
),
pp. 249-258
Persistent link: https://www.econbiz.de/10011808171
Saved in:
4
Forecasting the daily time‐varying beta of European banks during the crisis period : comparison between GARCH models and the Kalman filter
Zhang, Yuanyuan
;
Choudhry, Taufiq
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 956-973
Persistent link: https://www.econbiz.de/10011860929
Saved in:
5
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
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