Forecasting beta using ultra high frequency data

Jian Zhou

Year of publication:	2025
Authors:	Zhou, Jian
Published in:	Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 44.2025, 2, p. 485-496
Subject:	CAPM \| forecast accuracy \| moderately high frequency data \| realized Beta \| ultra high frequency data \| Prognoseverfahren \| Forecasting model \| Zeitreihenanalyse \| Time series analysis \| Betafaktor \| Beta risk \| Volatilität \| Volatility \| Theorie \| Theory \| Börsenkurs \| Share price

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