Author:
Horváth Dominik,Wang Yung-Lin
Reference19 articles.
1. An empirical investigation of the possibility of stochastic systematic risk in the market model;Bos;Journal of Business,1984
2. Time-varying beta and the asian financial crisis: Evidence from the asian industrial sectors;Choudhry;Japan and the World Economy,2010
3. Equity risk premiums (erp): Determinants, estimation and implications-a post-crisis update;Damodaran;Estimation and Implications-A Post-Crisis Up- date (October 22, 2009),2009
4. On the network topology of variance decompositions: Measuring the connectedness of financial firms;Diebold;Journal of Econometrics,2014
5. Errors in variables;Durbin;Revue de l'institut International de Statistique,1954
Cited by
26 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献