The sensitivity of beta to the time horizon when log prices...

European Journal of Finance 2014 / 03 Vol. 20; Iss. 3

The sensitivity of beta to the time horizon when log prices follow an Ornstein–Uhlenbeck process

Hong, KiHoon Jimmy, Satchell, Steve
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Volume:
20
Language:
english
Journal:
The European Journal of Finance
DOI:
10.1080/1351847X.2012.698992
Date:
March, 2014
File:
PDF, 415 KB
english, 2014
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