Time varying betas and the unconditional distribution of asset returns (Q2869990)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Time varying betas and the unconditional distribution of asset returns |
scientific article; zbMATH DE number 6247167
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time varying betas and the unconditional distribution of asset returns |
scientific article; zbMATH DE number 6247167 |
Statements
Time varying betas and the unconditional distribution of asset returns (English)
0 references
17 January 2014
0 references
beta
0 references
elliptical symmetry
0 references
CVaR
0 references
quadratic forms
0 references
0.89986223
0 references
0.86823004
0 references
0 references
0.85746944
0 references
0.85492307
0 references
