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Search: subject:"autoregressive conditional beta (ACB)"
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Generalized autoregressive conditional betas : a new multivariate score-driven filter
Blazsek, Szabolcs
;
Jörding, August
;
Rai, Simran
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
29
(
2025
)
1
,
pp. 95-128
Persistent link: https://www.econbiz.de/10015437854
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