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Search: subject:"Beta forecasting"
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ECONIS (ZBW)
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Forecasting multivariate volatilities with exogenous predictors : an application to industry diversification strategies
Luo, Jiawen
;
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of empirical finance
81
(
2025
),
pp. 1-34
Persistent link: https://www.econbiz.de/10015405336
Saved in:
2
Forecasting multivariate volatilities with exogenous predictors : an application to industry diversification strategies
Luo, Jiawen
;
Ҫepni, Oğuzhan
;
Demirer, Rıza
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013469716
Saved in:
3
Targeting market neutrality
Lee, John B.
;
Reeves, Jonathan J.
;
Tjahja, Alice C.
; …
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 437-451
Persistent link: https://www.econbiz.de/10012194663
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