Title of article
Exploring the economic rationale of extremes in GARCH generated betas The case of U.S. Banks
Author/Authors
Michael D. McKenzie، نويسنده , , Robert D. Brooks، نويسنده , , Robert W. Faff، نويسنده , , Yew Kee Ho، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2000
Pages
22
From page
85
To page
106
Keywords
GARCH , Beta , Extreme information
Journal title
Quarterly Review of Economics and Finance
Serial Year
2000
Journal title
Quarterly Review of Economics and Finance
Record number
178243
Link To Document