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"Realized dual-betas for leading Australian stocks: An evaluation of the ..."

H. (Mindi) B. Nath, Jae H. Kim, Robert D. Brooks (2012)

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DOI: 10.1016/J.MATCOM.2009.05.015

access: closed

type: Journal Article

metadata version: 2020-03-04

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H. (Mindi) B. Nath, Jae H. Kim, Robert D. Brooks:
Realized dual-betas for leading Australian stocks: An evaluation of the estimation methods and the effect of the sampling interval. Math. Comput. Simul. 83: 10-22 (2012)

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