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~person:"Choudhry, Taufiq"
~person:"Schulhofer-Wohl, Sam"
~subject:"Volatilität"
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Choudhry, Taufiq
Schulhofer-Wohl, Sam
Bollerslev, Tim
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Journal of forecasting
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Pacific-Basin finance journal
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Forecasting the daily time‐varying beta of European banks during the crisis period : comparison between GARCH models and the Kalman filter
Zhang, Yuanyuan
;
Choudhry, Taufiq
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 956-973
Persistent link: https://www.econbiz.de/10011860929
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2
Time-varying beta and the Asian financial crisis : evidence from Malaysian and Taiwanese firms
Choudhry, Taufiq
- In:
Pacific-Basin finance journal
13
(
2005
)
1
,
pp. 93-118
Persistent link: https://www.econbiz.de/10002536515
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