Time-varying industry beta in Indian stock market and forecasting errors
Sudipta Das and Parama Barai (Vinod Gupta School of Management, Indian Institute of Technology, Kharagpur, India)
| Year of publication: |
2015
|
|---|---|
| Authors: | Das, Sudipta ; Barai, Parama |
| Published in: |
International journal of emerging markets. - Bingley : Emerald, ISSN 1746-8809, ZDB-ID 2257280-6. - Vol. 10.2015, 3, p. 521-534
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| Subject: | Forecasting | Kalman filter | Beta | Rolling regression | BFGS | Diebold and Mariano test | Indien | India | Prognoseverfahren | Forecasting model | Betafaktor | Beta risk | Zustandsraummodell | State space model | CAPM | Schätztheorie | Estimation theory | Aktienmarkt | Stock market | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IJoEM-02-2013-0035 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011489295