Results 131 to 137 of about 94,964 (137)
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SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS
Econometric Theory, 2012Alexander Aue +2 more
exaly
New estimates of time-varying currency betas: A trivariate BEKK approach
Economic Modelling, 2014Prabhath Jayasinghe, Zhaoyong Zhang
exaly
Time-varying continuous and jump betas: The role of firm characteristics and periods of stress
Journal of Empirical Finance, 2017Vitali Alexeev +2 more
exaly
Asymptotics of Cholesky GARCH models and time-varying conditional betas
Journal of Econometrics, 2018Serge Darolles, Sébastien Laurent
exaly
Cross-Sectional Asset Pricing with Individual Stocks: Betas versus Characteristics
SSRN Electronic Journal, 2017exaly
A time-varying perspective on the CAPM and downside betas
International Review of Economics and Finance, 2014exaly