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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Engle, Robert F."
~person:"Gil-Alaña, Luis A."
~person:"Subrahmanyam, Avanidhar"
~source:"econis"
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Engle, Robert F.
Gil-Alaña, Luis A.
Subrahmanyam, Avanidhar
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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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
Saved in:
2
Term structure persistence
Abbritti, Mirko
;
Gil-Alaña, Luis A.
;
Lovcha, Yuliya
; …
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 331-352
Persistent link: https://www.econbiz.de/10011589005
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