مرکز منطقه ای اطلاع رساني علوم و فناوري - The use of domestic and world market indexes in the estimation of time-varying beta

Author/Authors :

Michael D. McKenzie، نويسنده , , Robert D. Brooks، نويسنده , , Robert W. Faff، نويسنده ,

DocumentNumber :

1161353

Title Of Article :

The use of domestic and world market indexes in the estimation of time-varying beta

شماره ركورد :

1007

From Page :

NaturalLanguageKeyword :

Market index , Kalman filter , Time-varying beta

JournalTitle :

Studia Iranica

To Page :

106

To Page :

106

Link To Document :