مرکز منطقه ای اطلاع رساني علوم و فناوري - Size, time-varying beta, and conditional heteroscedasticity in UK stock returns

Title of article :

Size, time-varying beta, and conditional heteroscedasticity in UK stock returns

Author/Authors :

Mario G. Reyes، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1999

Pages :

From page :

To page :

Keywords :

Time-varying beta , Conditional volatility , GARCH , Systematic risk estimation , Event studies

Journal title :

Review of Financial Economics

Serial Year :

1999

Journal title :

Review of Financial Economics

Record number :

231201

Link To Document :