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

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