Evolving Systems of Financial Returns: Auto-Regressive Conditional Beta
| Year of publication: |
2000
|
|---|---|
| Authors: | Satchell, Steve ; Christodoulakis, George A. |
| Institutions: | Financial Econometrics Research Centre, Warwick Business School |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10004981122