"Dynamic Conditional Beta Is Alive and Well in the Cross Section of Daily ..."

Turan G. Bali, Robert F. Engle, Yi Tang (2017)

Details and statistics

DOI: 10.1287/MNSC.2016.2536

access: closed

type: Journal Article

metadata version: 2020-06-30

a service of  Schloss Dagstuhl - Leibniz Center for Informatics