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Beta risk 1 Betafaktor 1 CAPM 1 Equity betas 1 Estimation 1 Market risk 1 Marktrisiko 1 Schätzung 1 Sectors 1 State space model 1 Theorie 1 Theory 1 Wavelet analysis 1 Zustandsraummodell 1
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McNevin, Bruce D. 1 Nix, Joan 1
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Economic modelling 1
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The beta heuristic from a time/frequency perspective : a wavelet analysis of the market risk of sectors
McNevin, Bruce D.; Nix, Joan - In: Economic modelling 68 (2018), pp. 570-585
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