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Managerial finance
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Time-varying market price of risk and investor sentiment : evidence from a multivariate GARCH model
Johnk, David W.
;
Soydemir, Gökçe A.
- In:
The journal of behavioral finance : a publication of …
16
(
2015
)
2
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pp. 105-119
Persistent link: https://www.econbiz.de/10011333691
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Time varying behavior of share returns in Australia : 1988-2004
Lum, Yew-Choe
;
Islam, Sardar M. N.
- In:
Review of Pacific Basin financial markets and policies
19
(
2016
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011490553
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Betas in the time of corona : a conditional CAPM approach using multivariate GARCH model for India
Jain, Sonali
- In:
Managerial finance
48
(
2022
)
2
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pp. 243-257
Persistent link: https://www.econbiz.de/10013173288
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