Beta through the prism of wavelets
Year of publication: |
2018
|
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Authors: | Shah, Aasif ; Tali, Arif ; Farooq, Qaiser |
Published in: |
Financial innovation : FIN. - Heidelberg : SpringerOpen, ISSN 2199-4730, ZDB-ID 2824759-0. - Vol. 4.2018, 18, p. 1-17
|
Subject: | CAPM | Beta | Wavelet | Zustandsraummodell | State space model | Betafaktor | Beta risk | Theorie | Theory | Schätzung | Estimation |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1186/s40854-018-0102-4 [DOI] hdl:10419/237134 [Handle] |
Classification: | C22 - Time-Series Models ; C49 - Econometric and Statistical Methods: Special Topics. Other ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: | ECONIS - Online Catalogue of the ZBW |
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