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~isPartOf:"Emerging Markets Finance and Trade"
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autoregressive conditional heteroskedastic (ARCH) models
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beta estimation
1
interval effect
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Gajdka, Jerzy
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Janusz Brzeszczyński
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Schabek, Tomasz
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Emerging Markets Finance and Trade
Applied Financial Economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of Risk and Uncertainty
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The Role of Stock Size and Trading Intensity in the Magnitude of the "
Interval
Effect
" in Beta Estimation: Empirical Evidence from the Polish Capital Market
Janusz Brzeszczyński
;
Gajdka, Jerzy
;
Schabek, Tomasz
- In:
Emerging Markets Finance and Trade
47
(
2011
)
1
,
pp. 28-49
In this paper, we present empirical evidence about the "
interval
effect
" in estimation of beta parameters for stocks …
Persistent link: https://www.econbiz.de/10009353248
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