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The neglect effect in security beta estimates - an observation of the US stock market from 1933 until 2016
Scheler, Fabian; Ecker, Frank; Werner, Jan - 2017
Persistent link: https://www.econbiz.de/10011921132
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Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano; Violante, Francesco - 2021
Persistent link: https://www.econbiz.de/10012620745
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Asset pricing using Block-Cholesky GARCH and time-varying betas
Grassi, Stefano; Violante, Francesco - 2021
Persistent link: https://www.econbiz.de/10012543884
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Asset pricing using Block-Cholesky GARCH and time-varying betas
Grassi, Stefano; Violante, Francesco - 2021
Persistent link: https://www.econbiz.de/10012487978
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Alternative estimates of the presidential premium
Campbell, Sean D.; Li, Canlin - 2004
Persistent link: https://www.econbiz.de/10002512038
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Beta-adjusted covariance estimation
Boudt, Kris; Dragun, Kirill; Sauri, Orimar; Vanduffel, … - 2021
Persistent link: https://www.econbiz.de/10012432948
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Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
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Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001551884
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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
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Roughing up beta : continuous vs. discontinuous betas, and the cross-section of expected stock returns
Bollerslev, Tim; Li, Sophia Zhengzi; Todorov, Viktor - 2014
Persistent link: https://www.econbiz.de/10010442477