![](/img/cover-not-exists.png)
Adjusted beta based on an empirical comparison of OLS â CAPM and the CAPM with EGARCH errors
Terraza, Michel, Mestre, RomanJournal:
International Journal of Finance & Economics
DOI:
10.1002/ijfe.1977
Date:
August, 2020
File:
PDF, 744 KB
2020