Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model (Q2288908)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model |
scientific article |
Statements
Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model (English)
0 references
20 January 2020
0 references
time-varying market beta
0 references
bull and bear markets
0 references
instability
0 references
sustainable index nonlinearity
0 references
0 references
0 references
0 references
