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Time-Varying Betas Help in Asset Pricing: The Threshold CAPM
Akdeniz, Levent, Altay-Salih, Aslihan, Caner, MehmetVolume:
6
Language:
english
Journal:
Studies in Nonlinear Dynamics & Econometrics
DOI:
10.2202/1558-3708.1101
Date:
January, 2003
File:
PDF, 307 KB
english, 2003