Pages that link to "Item:Q2288908"
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The following pages link to Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model (Q2288908):
Displaying 5 items.
- Smooth transition quantile capital asset pricing models with heteroscedasticity (Q1930398) (← links)
- Beta-anomaly: evidence from the Indian equity market (Q2036878) (← links)
- Long memory and regime switching in the stochastic volatility modelling (Q2678633) (← links)
- A simulation study on the Markov regime-switching zero-drift GARCH model (Q6148769) (← links)
- Testing the animal spirits theory for ethical investments: further evidence from aggregated and disaggregated data (Q6491685) (← links)