Time-Varying Beta Estimators in the Mexican Emerging Market
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Cited by:
- Sibel Celik, 2013. "Testing the Stability of Beta: A Sectoral Analysis in Turkish Stock Market," Journal of Economics and Behavioral Studies, AMH International, vol. 5(1), pages 18-23.
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More about this item
Keywords
time-varying beta; nonparametric estimator; GARCH based beta estimator;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2012-02-08 (Econometrics)
- NEP-FMK-2012-02-08 (Financial Markets)
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