Time-varying beta risk of Pan-European industry portfolios:...

Time-varying beta risk of Pan-European industry portfolios: A comparison of alternative modeling techniques

Mergner, Sascha, Bulla, Jan
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Volume:
14
Language:
english
Journal:
The European Journal of Finance
DOI:
10.1080/13518470802173396
Date:
December, 2008
File:
PDF, 414 KB
english, 2008
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