Time-varying market beta: does the estimation methodology matter? (Q2920831)
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scientific article; zbMATH DE number 6348966
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-varying market beta: does the estimation methodology matter? |
scientific article; zbMATH DE number 6348966 |
Statements
29 September 2014
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time-varying beta
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nonparametric estimator
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GARCH-based beta estimator
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Kalman filter
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Time-varying market beta: does the estimation methodology matter? (English)
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