Search Results - subject:"conditional beta"

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

Aloy, Marcel; Laly, Floris; Laurent, Sébastien; … - In: Recent econometric techniques for macroeconomic and …, (pp. 229-264). 2021

autoregressive conditional beta models outperform the other methods. …

Persistent link: https://www.econbiz.de/10012395467

Bradrania, Reza; Veron, Jose Francisco - In: Pacific-Basin finance journal 77 (2023), pp. 1-23

Persistent link: https://www.econbiz.de/10014463612

Amihud, Yakov; Noh, Joonki - In: Journal of financial markets 56 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10013282487

Terregrossa, Salvatore Joseph; Eraslan, Veysel - In: International journal of financial engineering 7 (2020) 4, pp. 1-17

Persistent link: https://www.econbiz.de/10012603747

Wang, Ruodu; Zitikis, Ričardas - In: European journal of operational research : EJOR 282 (2020) 1, pp. 386-397

Persistent link: https://www.econbiz.de/10012157705

Sheppard, Kevin; Xu, Wen - 2014

Persistent link: https://www.econbiz.de/10010365630

Sheppard, Kevin; Xu, Wen - In: Journal of financial econometrics 17 (2019) 1, pp. 33-65

Persistent link: https://www.econbiz.de/10012054425

Chung, Y. Peter; Hong, Hyun A.; Kim, S. Thomas - In: Journal of empirical finance 54 (2019), pp. 190-212

Persistent link: https://www.econbiz.de/10012174849

Cotter, John; O'Sullivan, Niall; Rossi, Francesco - 2014

Persistent link: https://www.econbiz.de/10010343568

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