Mbairadjim Moussa, A.; Sadefo Kamdem, J.; Shapiro, A.F.; … - In: Insurance: Mathematics and Economics 55 (2014) C, pp. 40-57
Over the last four decades, several estimation issues of the beta have been discussed extensively in many articles. An emerging consensus is that the betas are time-dependent and their estimates are impacted by the return interval and the length of the estimation period. These findings lead to...
