How do alphas and betas move? : uncertainty learning and time variation in risk loadings
Year of publication: |
2014
|
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Authors: | Trecroci, Carmine |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 76.2014, 2, p. 257-278
|
Subject: | Kapitalmarktrendite | Capital market returns | Spekulation | Speculation | Börsenkurs | Share price | Volatilität | Volatility | Zeit | Time | Kleinste-Quadrate-Methode | Least squares method | USA | United States |
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