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 European Journal of Finance

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Item Type: Article
ISSNs: 1351-847X (print)
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ePrint ID: 64693
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2009Submitted
Date Deposited: 16 Jan 2009
Last Modified: 16 Apr 2017 17:18
Further Information:Google Scholar
URI: http://eprints.soton.ac.uk/id/eprint/64693

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