Realized beta : persistence and predictability
Torben G. Andersen, Tim Bollerslev, Francis X. Diebold and Ginger Wu
| Year of publication: |
2006
|
|---|---|
| Authors: | Andersen, Torben ; Bollerslev, Tim ; Diebold, Francis X. ; Wu, Jin |
| Published in: |
Econometric analysis of financial and economic time series ; part B ; 20. - Amsterdam [u.a.] : Elsevier JAI, ISBN 0-7623-1273-4. - 2006, p. 1-39
|
| Subject: | Betafaktor | Beta risk | Varianzanalyse | Analysis of variance | CAPM | USA | United States | 1962-1999 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003350083