Adjusted beta based on an empirical comparison of...

Adjusted beta based on an empirical comparison of OLS ‐ CAPM and the CAPM with EGARCH errors

Terraza, Michel, Mestre, Roman
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Journal:
International Journal of Finance & Economics
DOI:
10.1002/ijfe.1977
Date:
August, 2020
File:
PDF, 744 KB
2020
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