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~subject:"ARCH model"
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Search: subject_exact:"Beta risk estimator"
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ARCH model
Beta risk
1,020
Betafaktor
1,020
CAPM
700
Capital income
350
Kapitaleinkommen
350
Estimation
313
Schätzung
313
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294
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294
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277
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beta
49
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41
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Choudhry, Taufiq
2
Godeiro, Lucas Lúcio
2
Li, Ming-yuan Leon
2
Maheu, John M.
2
McKenzie, Michael D.
2
Tsui, Albert K.
2
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2
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1
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1
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1
Alexeev, Vitali
1
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1
Basu, Parantap
1
Bekiros, Stelios
1
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1
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1
Bellelah, M. O.
1
Ben Ameur, Hachmi
1
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1
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Clark, E. A.
1
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1
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1
Engle, Robert F.
1
Eraslan, Veysel
1
Faff, Robert W.
1
Francq, Christian
1
French, Jordan
1
Gajdka, Jerzy
1
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Journal of international financial markets, institutions & money
4
International review of economics & finance : IREF
3
Journal of financial econometrics
3
The European journal of finance
3
Applied economics
2
Journal of forecasting
2
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1
Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
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1
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1
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1
European journal of operational research : EJOR
1
IIMB management review
1
International Journal of Financial Studies : open access journal
1
International journal of accounting and finance
1
International journal of applied business and economic research
1
International journal of economic policy in emerging economies
1
International journal of economics and finance
1
International journal of financial engineering
1
International journal of financial research
1
International journal of strategic property management
1
Japan and the world economy : international journal of theory and policy
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of finance and investment analysis
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk finance : the convergence of financial products and insurance
1
Managerial finance
1
Pacific-Basin finance journal
1
Research in international business and finance
1
The Manchester School
1
The North American journal of economics and finance : a journal of financial economics studies
1
The Pakistan development review : PDR
1
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Yapı Kredı economic review : quarterly publ. of Yapı-Kredı Bank
1
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1
A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
Saved in:
2
Betas in the time of corona : a conditional CAPM approach using multivariate GARCH model for India
Jain, Sonali
- In:
Managerial finance
48
(
2022
)
2
,
pp. 243-257
Persistent link: https://www.econbiz.de/10013173288
Saved in:
3
Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang
;
Liu, Zhi
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 612-654
Persistent link: https://www.econbiz.de/10013349148
Saved in:
4
Realized volatility, jump and beta : evidence from Canadian stock market
Gajurel, Dinesh
;
Chowdhury, Biplob
- In:
Applied economics
53
(
2021
)
55
,
pp. 6376-6397
Persistent link: https://www.econbiz.de/10012697913
Saved in:
5
Long- and short-run components of factor betas : implications for stock pricing
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
; …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012803274
Saved in:
6
Multivariate time-varying parameter modelling for stock markets
Neslihanoglu, Serdar
;
Bekiros, Stelios
;
McColl, John H.
; …
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 947-972
Persistent link: https://www.econbiz.de/10012616913
Saved in:
7
Nonparametric dynamic conditional beta
Maheu, John M.
;
Zamenjani, Azam Shamsi
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 583-613
Persistent link: https://www.econbiz.de/10012654975
Saved in:
8
Time-varying beta, market volatility and stress : a comparison between the United States and India
Chakrabarti, Gagari
- In:
IIMB management review
33
(
2021
)
1
,
pp. 50-63
Persistent link: https://www.econbiz.de/10013205186
Saved in:
9
Dynamic conditional betas and equity returns
Terregrossa, Salvatore Joseph
;
Eraslan, Veysel
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012603747
Saved in:
10
Return prediction with time varying betas : a research in BIST
Akyatan, Ayca
;
Çetin, M. Koray
- In:
International journal of accounting and finance
10
(
2020
)
1
,
pp. 64-86
Persistent link: https://www.econbiz.de/10012504722
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