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About Page 1 REALIZED BETA: PERSISTENCE AND PREDICTABILITY” Torben G. Andersen, Tim ...
the question of time-varying betas and an emerging consensus that betas are Econometric Analysis of Financial and Economic Time Series/Part B.
Detailed Information
| Author: | Unknown |
|---|---|
| Publication Year: | 2011 |
| Pages: | 20 |
| Language: | English |
| File Size: | 1.9 |
| Format: | |
| Price: | FREE |
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