Time Varying Betas and the Unconditional Distribution of Asset Returns

AuthID
P-002-GC0
4
Author(s)
Document Type
Article
Year published
2012
Published
in QUANTITATIVE FINANCE, ISSN: 1469-7688
Volume: 12, Issue: 6, Pages: 951-967 (17)
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Publication Identifiers
Scopus: 2-s2.0-84861963699
Wos: WOS:000304472100012
Source Identifiers
ISSN: 1469-7688
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