"Modeling time-varying beta in a sustainable stock market with a ..."

Fredj Jawadi et al. (2019)

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DOI: 10.1007/S10479-018-2793-3

access: closed

type: Journal Article

metadata version: 2021-07-25

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  - journals/anor/JawadiLCA19
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  - https://dblp.org/rec/journals/anor/JawadiLCA19
Fredj Jawadi, Waël Louhichi, Abdoulkarim Idi Cheffou, Hachmi Ben Ameur:
Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model. Ann. Oper. Res. 281(1-2): 275-295 (2019)

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