The role of stock and trading intensity in the Magnitude of the interval effect in beta estimation : empirical evidence from Polish capital market
Janusz Brzeszczy´nski, Jerzy Gajdka, and Tomasz Schabek
| Year of publication: |
2011
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| Authors: | Brzeszczyński, Janusz ; Gajdka, Jerzy ; Schabek, Tomasz |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 47.2011, 1, p. 28-49
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| Subject: | autoregressive conditional heteroskedastic (ARCH) models | beta estimation | interval effect | Schätztheorie | Estimation theory | Schätzung | Estimation | ARCH-Modell | ARCH model | Betafaktor | Beta risk | Börsenkurs | Share price | Finanzmarkt | Financial market | Kapitaleinkommen | Capital income |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009299108