The impact of the lengths of estimation
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A. G. Malliaris; Jorge L. Urrutia
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Article
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1991
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John Wiley and Sons
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English
โ 897 KB
Beta-Moan-0.84118 STD -2 7 0 6 8 STD = 0.00570 0 9, Beta -Moan -0.94924 STD -0.06408 -Jj l ' I ' I ' I ' / ' l ' l ' I ' l ' l ' I ' l ' 1 ' I B Four-Week Ex Post Hedging Horizon 26 Week Estimation Period