Title of article
The use of domestic and world market indexes in the estimation of time-varying beta
Author/Authors
Michael D. McKenzie، نويسنده , , Robert D. Brooks، نويسنده , , Robert W. Faff، نويسنده ,
Pages
16
From page
91
To page
106
Keywords
Market index , Kalman filter , Time-varying beta
Journal title
Astroparticle Physics
Record number
230737
Link To Document