Page 1 REALIZED BETA: PERSISTENCE AND PREDICTABILITY” Torben G. Andersen, Tim ... PDF
20 Pages·2011·1.9 MB·English
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Preview Page 1 REALIZED BETA: PERSISTENCE AND PREDICTABILITY” Torben G. Andersen, Tim ...
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the question of time-varying betas and an emerging consensus that betas are Econometric Analysis of Financial and Economic Time Series/Part B.
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