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Shrinking beta
Blitz, David, (2022)
Low-Frequency volatility of real estate securities in relation to macroeconomic risk
Lee, Chyi Lin, (2015)
The impact of network connectivity on factor exposures, asset pricing and portfolio diversification
Billio, Monica, (2017)
Time-varying risk : the case of the American computer industry
González-Rivera, Gloria, (1996)
A note on adaptation in GARCH models
González-Rivera, Gloria, (1997)
Linkages between secondary and primary markets for mortgages : the role of retained portfolio investments of the government-sponsored enterprises
González-Rivera, Gloria, (2001)