On Stable Factor Structures in the Pricing of Risk: Do Time-Varying Betas Help or Hurt?

✍ Scribed by Eric Ghysels

• Book ID: 108503129
• Publisher: John Wiley and Sons
• Year: 1998
• Tongue: English
• Weight: 123 KB
• Volume: 53
• Category: Article
• ISSN: 0022-1082
• DOI: 10.1111/0022-1082.224803