Results 301 to 310 of about 1,094,941 (330)

Maximum likelihood estimation of a CAPM with time-varying beta

2002
It 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.
openaire   +1 more source

The long memory of time‐varying beta: examination of three emerging Asian stock markets

, 2001
Taufiq Choudhry
semanticscholar   +1 more source

Protocols to detect senescence-associated beta-galactosidase (SA-βgal) activity, a biomarker of senescent cells in culture and in vivo

Nature Protocols, 2009
Jorge D Erusalimsky
exaly  

Oxidative stress and the amyloid beta peptide in Alzheimer’s disease

Redox Biology, 2018
Clémence Cheignon, Peter Faller, Christelle Hureau   +2 more
exaly  

Cross‐sectional analysis of Swedish stock returns with time‐varying beta: the Swedish stock market 1983–96

, 2000
Hossein Asgharian, B. Hansson
semanticscholar   +1 more source

CAPM and Time-Varying Beta: The Cross-Section of Expected Returns

, 2007
D. Basu, A. Stremme
semanticscholar   +1 more source

Neurogenetic contributions to amyloid beta and tau spreading in the human cortex

Nature Medicine, 2018
Jorge Sepulcre, Michel J Grothe, Federico d'Oleire Uquillas   +2 more
exaly  

Time-varying beta and the Asian financial crisis: Evidence from Malaysian and Taiwanese firms

, 2005
Taufiq Choudhry
semanticscholar   +1 more source

Adipsin preserves beta cells in diabetic mice and associates with protection from type 2 diabetes in humans

Nature Medicine, 2019
Nicolás Gómez-Banoy, J Sawalla Guseh, Alfonso Rubio-Navarro   +2 more
exaly  

Integration versus segmentation in China's stock market: An analysis of time-varying beta risks

, 2013
Hong Li
semanticscholar   +1 more source