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person:"Choudhry, Taufiq"
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Search: subject_exact:"Beta risk estimator"
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Beta risk
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4
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Choudhry, Taufiq
Schwetzler, Bernhard
35
Lahmann, Alexander
33
Reeves, Jonathan J.
22
Faff, Robert W.
19
Brooks, Robert
18
Gollier, Christian
18
Hammer, Benjamin
18
Hollstein, Fabian
18
Prokopczuk, Marcel
15
Bollerslev, Tim
14
Knoll, Leonhard
11
Campbell, John Y.
9
Todorov, Viktor
9
Zhang, Lu
9
Andersen, Torben
8
Bali, Turan G.
8
Blitz, David
8
Diebold, Francis X.
8
Fournier, Mathieu
8
Polk, Christopher
8
Vuolteenaho, Tuomo
8
Cenesizoglu, Tolga
7
Engle, Robert F.
7
Guvenen, Fatih
7
Kuntz, Laura-Chloé
7
Schulhofer-Wohl, Sam
7
Welch, Ivo
7
Wese Simen, Chardin
7
Wu, Jin
7
Yogo, Motohiro
7
Alexeev, Vitali
6
Bianchi, Francesco
6
Christiansen, Charlotte
6
Christoffersen, Peter F.
6
Estrada, Javier
6
Fabozzi, Frank J.
6
Franzoni, Francesco
6
Galagedera, Don U. A.
6
Hsu, Jason C.
6
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Applied financial economics
1
Japan and the world economy : international journal of theory and policy
1
Journal of forecasting
1
Pacific-Basin finance journal
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Review of quantitative finance and accounting
1
The Manchester School
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ECONIS (ZBW)
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Forecasting the daily time‐varying beta of European banks during the crisis period : comparison between GARCH models and the Kalman filter
Zhang, Yuanyuan
;
Choudhry, Taufiq
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 956-973
Persistent link: https://www.econbiz.de/10011860929
Saved in:
2
Level of efficiency in the UK equity market : empirical study of the effects of the global financial crisis
Choudhry, Taufiq
;
Jayasekera, Ranadeva
- In:
Review of quantitative finance and accounting
44
(
2015
)
2
,
pp. 213-242
Persistent link: https://www.econbiz.de/10011327633
Saved in:
3
Time-varying beta and the Asian financial crisis : evidence from the Asian industrial sectors
Choudhry, Taufiq
;
Lu, Lin
;
Peng, Ke
- In:
Japan and the world economy : international journal of …
22
(
2010
)
4
,
pp. 228-234
Persistent link: https://www.econbiz.de/10009272684
Saved in:
4
September 11 and time-varying beta of United States companies
Choudhry, Taufiq
- In:
Applied financial economics
15
(
2005
)
17
,
pp. 1227-1242
Persistent link: https://www.econbiz.de/10003228795
Saved in:
5
Time-varying beta and the Asian financial crisis : evidence from Malaysian and Taiwanese firms
Choudhry, Taufiq
- In:
Pacific-Basin finance journal
13
(
2005
)
1
,
pp. 93-118
Persistent link: https://www.econbiz.de/10002536515
Saved in:
6
The stochastic structure of the time-varying beta : evidence from UK companies
Choudhry, Taufiq
- In:
The Manchester School
70
(
2002
)
6
,
pp. 768-791
Persistent link: https://www.econbiz.de/10001720415
Saved in:
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