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1 Ergebnisse
1
Nonparametric Dynamic Conditional Beta:
Maheu, John M
;
Shamsi Zamenjani, Azam
Journal of Financial Econometrics. 19 (2019) 4 - p. 583-613 , 2019
Link:
https://doi.org/10.1093/jjfinec/nbz024
RT Journal T1 <Title>Nonparametric Dynamic Conditional Beta</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1093_jjfinec_nbz024&Exemplar=1&LAN=DE A1 Maheu, John M A1 Shamsi Zamenjani, Azam PB Oxford University Press (OUP) YR 2019 SN 1479-8409 SN 1479-8417 JF Journal of Financial Econometrics VO 19 IS 4 SP 583 OP 613 LK http://dx.doi.org/https://doi.org/10.1093/jjfinec/nbz024 DO https://doi.org/10.1093/jjfinec/nbz024 SF ELIB - SuUB Bremen
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