Factor Models of Stock Returns: GARCH Errors versus...

Journal of Forecasting 2016 / 08 Vol. 35; Iss. 5

Factor Models of Stock Returns: GARCH Errors versus Time-Varying Betas

Koundouri, Phoebe, Kourogenis, Nikolaos, Pittis, Nikitas, Samartzis, Panagiotis
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Volume:
35
Language:
english
Journal:
Journal of Forecasting
DOI:
10.1002/for.2387
Date:
August, 2016
File:
PDF, 1.55 MB
english, 2016
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