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Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Jawadi, Fredj; Louhichi, Wael; Cheffou, Abdoulkarim Idi; … - In: Decision making and risk/return optimization in …, (pp. 275-295). 2019
Persistent link: https://www.econbiz.de/10012134816
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Reexamining covariance risk dynamics in global stock markets using quantile regression analysis
Li, Ming-yuan Leon - In: Emerging markets : identification, new developments and …, (pp. 57-80). 2010
Persistent link: https://www.econbiz.de/10009563149
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Measuring the relationship between intraday returns, volatility spillovers, and market beta during financial distress
Heymans, André; Brewer, Wayne - In: Business research : an illustrative guide to practical …, (pp. 77-98). 2023
Persistent link: https://www.econbiz.de/10014317750
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The relationships between beta coefficients in the classical and downside framework : evidence from Warsaw Stock Exchange
Markowski, Lesław - In: Contemporary Trends and Challenges in Finance : …, (pp. 45-53). 2018
Persistent link: https://www.econbiz.de/10013369300
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Konditionierte Information und Renditequerschnitt am Aktienmarkt
Erke, Burkhard - In: Private Versicherung und soziale Sicherung : …, (pp. 371-390). 2001
Persistent link: https://www.econbiz.de/10001587328
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Good beta bad alpha and a simple way out : an empirical studyof listed stocks on NSE
Sanghi, Neerja; Bansal, Gaura - In: International finance for infrastructure development, (pp. 272-285). 2013
Persistent link: https://www.econbiz.de/10009725205
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Beta and book-to-market : is the glass half full of half empty?
Kothari, S. P.; Shanken, Jay - In: Security market imperfections in worldwide equity markets, (pp. 44-64). 2000
Persistent link: https://www.econbiz.de/10001506405
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Modeling time-varying conditional betas : a comparison of methods with application for REITs
Aloy, Marcel; Laly, Floris; Laurent, Sébastien; … - In: Recent econometric techniques for macroeconomic and …, (pp. 229-264). 2021
Beta coefficients are the cornerstone of asset pricing theory in the CAPM and multiple factor models. This chapter …
Persistent link: https://www.econbiz.de/10012395467
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Realisierung des CAPM-Modells mit neuronalen Netzen
Freisleben, Bernd - In: Selected papers of the Symposium on Operations Research …, (pp. 276-281). 1996
Persistent link: https://www.econbiz.de/10001318165
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Neuronale Netze zur Renditeschätzung von Aktien nach dem CAPM-Kapitalmarktmodell
Freisleben, Bernd - In: Finanzierung, (pp. 51-64). 1997
Persistent link: https://www.econbiz.de/10001320743