Realized beta : persistence and predictability

Torben G. Andersen; Tim Bollerslev; Francis X. Diebold; Jin Wu

Year of publication:	01 Mar. 2004
Authors:	Andersen, Torben ; Bollerslev, Tim ; Diebold, Francis X. ; Wu, Jin
Publisher:	Frankfurt, Main : Center for Financial Studies
Subject:	Betafaktor \| Beta risk \| Varianzanalyse \| Analysis of variance \| CAPM \| USA \| United States

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