Constant versus time-varying beta models : further forecast evaluation
Year of publication: |
2013
|
---|---|
Authors: | Reeves, Jonathan J. ; Wu, Haifeng |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 32.2013, 3, p. 256-266
|
Subject: | Theorie | Theory | Prognoseverfahren | Forecasting model | Betafaktor | Beta risk | CAPM | Kapitaleinkommen | Capital income |
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