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. (Submitted)
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Submitted date: 2009
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Local EPrints ID: 64693
URI: http://eprints.soton.ac.uk/id/eprint/64693
ISSN: 1351-847X
PURE UUID: 60db3e60-f3e0-453d-9d9e-20d4b21ec334
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Date deposited: 16 Jan 2009
Last modified: 12 Dec 2021 03:12
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H. Wu
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