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"Time-Varying Beta Estimation in CAPM Under the Regime-Switching Model."

Roengchai Tansuchat et al. (2018)

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DOI: 10.1007/978-3-319-73150-6_66

access: closed

type: Conference or Workshop Paper

metadata version: 2019-10-19

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  dblp key:
  - conf/econvn/TansuchatTYS18
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  - https://dblp.org/rec/conf/econvn/TansuchatTYS18
Roengchai Tansuchat, Sukrit Thongkairat, Woraphon Yamaka, Songsak Sriboonchitta:
Time-Varying Beta Estimation in CAPM Under the Regime-Switching Model. ECONVN 2018: 902-915

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