CAPM condicional : Betas variantes no tempo no mercado brasileiro
Alternative title: | Conditional CAPM : time-varying betas in the Brazilian market |
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Year of publication: |
June 2014
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Authors: | Blank, Frances Fischberg ; Samanez, Carlos P. ; Baídya, Tara Keshar Nanda ; Aiube, Fernando Antônio Lucena |
Published in: |
Revista Brasileira de Finanças : RBFin. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1984-5146, ZDB-ID 2549202-0. - Vol. 12.2014, 2, p. 163-199
|
Subject: | conditional CAPM | time-varying beta | stock market anomalies | Kalman filter |
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