Back to the future betas : empirical asset pricing of US and Southeast Asian markets
Year of publication: |
September 2016
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Authors: | French, Jordan |
Published in: |
International Journal of Financial Studies : open access journal. - Basel : MDPI, ISSN 2227-7072, ZDB-ID 2704235-2. - Vol. 4.2016, 3, p. 1-13
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Subject: | CAPM | empirical | GARCH | ex-ante beta | artificial neural network | time-varying beta | Betafaktor | Beta risk | Neuronale Netze | Neural networks | Schätzung | Estimation | Südostasien | Southeast Asia | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/ijfs4030015 [DOI] hdl:10419/167811 [Handle] |
Classification: | B23 - Econometrics; Quantitative Studies ; C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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Back to the future betas: Empirical asset pricing of US and Southeast Asian markets
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