Time varying betas and the unconditional distribution of...

Time varying betas and the unconditional distribution of asset returns

Adcock, C. J., Cortez, M. Ceu, Armada, M. J. Rocha, Silva, F.
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Volume:
12
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2010.544667
Date:
June, 2012
File:
PDF, 408 KB
english, 2012
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