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Beta variability in the market model : an investigation of 16 of the most actively traded stocks on the Stockholm Stock Exchange
Setterblad, Johan - 1994
Persistent link: https://www.econbiz.de/10000894638
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Conditional betas and the price of risk in a thin asset market : a sensitivity analysis
Malkamäki, Markku R. J. - 1992
Persistent link: https://www.econbiz.de/10000835358
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Untersuchungen zur dynamischen Struktur des Wiener Aktienmarkts
Rünstler, Gerhard - 1992
Persistent link: https://www.econbiz.de/10000838938
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Martingale densities for general asset prices
Schweizer, Martin - 1991
Persistent link: https://www.econbiz.de/10000825147
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Heteroscedasticity in Canadian stock returns
Sin, Low B.; Tsiopoulos, Thomas - 1993
Persistent link: https://www.econbiz.de/10000878721
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Conditional betas and the price of risk in a thin asset market : a sensitivity analysis
Malkamäki, Markku - 1992
Persistent link: https://www.econbiz.de/10000136066
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A new non-linear GARCH model
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000958392
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Erreurs sur les variables et modèles d'évaluation des actifs financiers canadiens
Carmichael, Benoît; Coën, Alain; L'Her, Jean-François - In: Finance : revue de l'Association Française de Finance 29 (2008) 1, pp. 7-29
Persistent link: https://www.econbiz.de/10003730237
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On the variance of the error associated to the squared return as proxy of volatility
Triacca, Umberto - In: Applied financial economics letters 3 (2007) 4/6, pp. 255-257
Persistent link: https://www.econbiz.de/10003604896
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Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze - 2015
Persistent link: https://www.econbiz.de/10011419314