Time-varying beta in functional factor models : evidence from China
Lajos Horváth, Bo Li, Hemei Li, Zhenya Liu
| Year of publication: |
2020
|
|---|---|
| Authors: | Horváth, Lajos ; Li, Bo ; Li, Hemei ; Liu, Zhenya |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 54.2020, p. 1-22
|
| Subject: | Basic functions | Functional factor models | Functional regression | Risk factors | Time-varying beta | China | Betafaktor | Beta risk | CAPM | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2020.101283 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012665458