//-->
Exploring the economic rationale of extremes in GARCH generated betas : the case of US banks
McKenzie, Michael D., (2000)
Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas
Grassi, Stefano, (2021)
Time-Varying Behavior of Stock Prices, Volatility Dynamics and Beta Risk in Industry Sector Indices of the Shanghai Stock Exchange
Koutmos, Dimitrios, (2014)
Test of Multi-moment Capital Asset Pricing Model: Evidence from Karachi Stock Exchange
Javid, Attiya Y., (2008)
The Conditional Capital Asset Pricing Model: Evidence from Karachi Stock Exchange
Asset Pricing Behaviour with Dual-Beta in Case of Pakistani Stock Market
Javid, Attiya Y., (2011)