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Estimation theory
interval effect
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beta estimation
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Interval effect
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autoregressive conditional heteroskedastic (ARCH) models
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Brzeszczyński, Janusz
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Gajdka, Jerzy
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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The role of stock and trading intensity in the Magnitude of the
interval
effect
in beta estimation : empirical evidence from Polish capital market
Brzeszczyński, Janusz
;
Gajdka, Jerzy
;
Schabek, Tomasz
- In:
Emerging markets finance & trade : a journal of the …
47
(
2011
)
1
,
pp. 28-49
Persistent link: https://www.econbiz.de/10009299108
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