Forecasting the weekly time-varying beta of UK firms: comparison between GARCH models vs Kalman filter method


Choudhry, T. and Wu, H. (2009) Forecasting the weekly time-varying beta of UK firms: comparison between GARCH models vs Kalman filter method. The European Journal of Finance

Download

Full text not available from this repository.

Item Type: Article
ISSNs: 1351-847X (print)
Related URLs:
Subjects: H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
H Social Sciences > HJ Public Finance
Divisions : University Structure - Pre August 2011 > School of Management
ePrint ID: 64693
Accepted Date and Publication Date:
Status
2009Submitted
Date Deposited: 16 Jan 2009
Last Modified: 31 Mar 2016 12:49
URI: http://eprints.soton.ac.uk/id/eprint/64693

Actions (login required)

View Item View Item