Realized dual-betas for leading Australian stocks: An evaluation of the estimation methods and the effect of the sampling interval

✍ Scribed by Nath, H. (Mindi) B.; Kim, Jae H.; Brooks, Robert D.

• Book ID: 123440649
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 276 KB
• Volume: 83
• Category: Article
• ISSN: 0378-4754
• DOI: 10.1016/j.matcom.2009.05.015