Results 301 to 310 of about 1,223,971 (333)
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Time Varying Beta Risk: An Analysis of Alternative Modelling Techniques
, 2000R. Faff, D. Hillier, J. Hillier
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Time-varying beta and the Asian financial crisis: Evidence from the Asian industrial sectors
, 2010Taufiq Choudhry, Lin Lu, K. Peng
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Maximum likelihood estimation of a CAPM with time-varying beta
2002It is investigated the likelihood inference for the time-varying parameter version of the popular Capital Asset Pricing Model when the error is a mixture of two normal distributions. The estimation of the parameters is carried out through an approximation of the likelihood based on a quadrature method.
DE LUCA, GIOVANNI, BARTOLUCCI F.
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Double beta decay, Majorana neutrinos, and neutrino mass
Reviews of Modern Physics, 2008Jonathan Engel
exaly
The long memory of timeâvarying beta: examination of three emerging Asian stock markets
, 2001Taufiq Choudhry
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Currency risk in excess equity returns: a multi time-varying beta approach
, 2005G. Lim
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