Heteroscedasticity and interval effects in estimating beta: UK evidence
Author:
Affiliation:
1. a University of Edinburgh Business School, University of Edinburgh , Edinburgh EH8 9JS, UK
2. b Department of Accountancy , Economics and Finance, Heriot-Watt University , Edinburgh EH14 4AS, UK
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/09603107.2011.581208
Reference28 articles.
1. The Cost of Capital
2. Generalized autoregressive conditional heteroskedasticity
3. Good News, Bad News, Volatility, and Betas
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