Results 291 to 297 of about 18,915,989 (297)

Estimating Time-Varying Beta Coefficients: An Empirical Study of US and ASEAN Portfolios

Research in Finance, 2016
Jordan French
exaly  

Time-Varying Beta Estimation in CAPM Under the Regime-Switching Model

Studies in Computational Intelligence, 2018
Woraphon Yamaka, Songsak Sriboonchitta, Sukrit Thongkairat   +2 more
exaly  

Time-Varying Beta Risk, Volatility Persistence and the Asymmetric Impact of News: Evidence From Industry Portfolios

Global Business and Economics Review, 2011
Dimitrios Koutmos
exaly  

Time-Varying Beta Risk of Pan-European Industry Portfolios: A Comparison of Alternative Modeling Techniques

European Journal of Finance, 2008
Jan Bulla
exaly  

Time Varying Betas of Five Sectors in Shanghai Stock Exchange

2011
Zeyong Cui
exaly  

A Decomposition of Cryptocurrencies' Time Varying Systematic Risk Beta

openaire   +1 more source

The Kalman filter approach for time-varying beta estimation

2003
NARDECCHIA A, GASTALDI, MASSIMO
openaire   +1 more source