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 (Submitted).
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| 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 |
| Item ID: | 64693 |
| Date Deposited: | 16 Jan 2009 |
| Last Modified: | 02 Mar 2012 13:34 |
| Contributors: | Choudhry, T. (Author) Wu, H. (Author) |
| Date: | 2009 |
| Status: | Submitted |
| URI: | http://eprints.soton.ac.uk/id/eprint/64693 |
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