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Search: subject:"time-varying behaviour"
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beta risk
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daily stock returns
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industry portfolios
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stock markets
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time dependence
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time-varying behaviour
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volatility persistence
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Koutmos, Dimitrios
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Global Business and Economics Review
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Time-varying beta risk, volatility persistence and the asymmetric impact of news: evidence from industry portfolios
Koutmos, Dimitrios
- In:
Global Business and Economics Review
13
(
2011
)
1
,
pp. 42-56
This paper examines the
time-varying
behaviour
of beta risk and degree of volatility persistence in the daily stock …
Persistent link: https://www.econbiz.de/10009352592
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