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1
Realized regression with asynchronous and noisy high frequency and high dimensional data
Chen, Dachuan
;
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10015074483
Saved in:
2
Cross-sectional regression of returns on betas and portfolio grouping procedures
Hur, Jungshik
;
Kumar, Raman
;
Vivek Singh
- In:
International journal of business and systems research
8
(
2014
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10010423288
Saved in:
3
Quantile relationships between standard, diffusion and jump betas across Japanese banks
Chowdhury, Biplob
;
Jeyasreedharan, Nagaratnam
;
Dungey, …
- In:
Journal of Asian economics
59
(
2018
),
pp. 29-47
Persistent link: https://www.econbiz.de/10012102893
Saved in:
4
Reexamination of estimating
beta
coecient as a risk measure in
CAPM
Le Tan Phuoc
;
Kim, Kee S.
;
Su, Yingcai
- In:
Journal of Asian finance, economics and business : JAFEB
5
(
2018
)
1
,
pp. 11-16
Persistent link: https://www.econbiz.de/10011917748
Saved in:
5
Excessive stock price dispersion : a regression test of cross-sectional
volatility
Bulkley, George
;
Snell, Andy
;
Tonks, Ian
-
1996
Persistent link: https://www.econbiz.de/10000944262
Saved in:
6
Revisiting the
CAPM
model with quantile regression : creating investment strategies on the Zagreb Stock Exchange
Škrinjarić, Tihana
;
Slišković, Marina
- In:
International journal of economics and business …
19
(
2020
)
3
,
pp. 266-289
Persistent link: https://www.econbiz.de/10012205614
Saved in:
7
On asymmetric market model with heteroskedasticity and quantile regression
Chen, Cathy W. S.
;
Li, Muyi
;
Nguyen, Nga T. H.
;
Songsak …
- In:
Computational economics
49
(
2017
)
1
,
pp. 155-174
Persistent link: https://www.econbiz.de/10011751821
Saved in:
8
Optimal cross-sectional regression
Liao, Zhipeng
;
Liu, Yan
;
Xie, Zhenzhen
- In:
Management science : journal of the Institute for …
70
(
2024
)
11
,
pp. 7911-7942
Persistent link: https://www.econbiz.de/10015145017
Saved in:
9
More efficient tests robust to heteroskedasticity of unknown form
Flachaire, Emmanuel
- In:
Econometric reviews
24
(
2005
)
2
,
pp. 219-241
Persistent link: https://www.econbiz.de/10003002311
Saved in:
10
Implied betas for the Frankel-Wei regression framework
Kunkler, Michael
- In:
Economics letters
218
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013466507
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