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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=230737
