• 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
    10
  • From page
    1
  • To page
    10
  • 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
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=231201