Add to ORKGTitle page includes summary of the paper.Includes bibliographical references (leaves 19-20)
We investigate the time variation in the market risk of industry portfolios of Borsa Istanbul with r...
The particularities of bounded data are often overlooked. This type of data is likely to display a p...
The phrase “Dynamic Beta” is broad and this paper describes statistical procedure for estimating reg...
Title page includes summary of the paper.Includes bibliographical references (leaves 19-20)
The paper presents a comparative study of conventional beta adjustment techniques and suggests an im...
We characterize the process that drives the market betas of individual stocks by setting up a hierar...
We improve both the specification and estimation of firm-specific betas. Time variation in betas is ...
Betas play a central role in modern finance. The estimation of betas from historical data and their ...
Results in this paper support evidence of time-varying beta coefficients for five sectors in Kuwait...
We propose a hybrid approach for estimating beta that shrinks rolling window estimates toward firm-s...
This paper compares the performance of nine time-varying beta estimates taken from three different m...
A strategy for estimating, ?filtering and forecasting time-varying factor betas is proposed. The app...
This paper derives a dynamic conditional beta representation using a Bayesian semiparametric multiva...
This paper compares the performance of nine time-varying beta estimates taken from three different m...
This paper compares the performance of nine time-varying beta estimates taken from three different m...
We investigate the time variation in the market risk of industry portfolios of Borsa Istanbul with r...
The particularities of bounded data are often overlooked. This type of data is likely to display a p...
The phrase “Dynamic Beta” is broad and this paper describes statistical procedure for estimating reg...
Title page includes summary of the paper.Includes bibliographical references (leaves 19-20)
The paper presents a comparative study of conventional beta adjustment techniques and suggests an im...
We characterize the process that drives the market betas of individual stocks by setting up a hierar...
We improve both the specification and estimation of firm-specific betas. Time variation in betas is ...
Betas play a central role in modern finance. The estimation of betas from historical data and their ...
Results in this paper support evidence of time-varying beta coefficients for five sectors in Kuwait...
We propose a hybrid approach for estimating beta that shrinks rolling window estimates toward firm-s...
This paper compares the performance of nine time-varying beta estimates taken from three different m...
A strategy for estimating, ?filtering and forecasting time-varying factor betas is proposed. The app...
This paper derives a dynamic conditional beta representation using a Bayesian semiparametric multiva...
This paper compares the performance of nine time-varying beta estimates taken from three different m...
This paper compares the performance of nine time-varying beta estimates taken from three different m...
We investigate the time variation in the market risk of industry portfolios of Borsa Istanbul with r...
The particularities of bounded data are often overlooked. This type of data is likely to display a p...
The phrase “Dynamic Beta” is broad and this paper describes statistical procedure for estimating reg...