"Dynamic Conditional Beta Is Alive and Well in the Cross Section of Daily ..."

Turan G. Bali, Robert F. Engle, Yi Tang (2017)

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DOI: 10.1287/MNSC.2016.2536

access: closed

type: Journal Article

metadata version: 2020-06-30

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Turan G. Bali, Robert F. Engle, Yi Tang:
Dynamic Conditional Beta Is Alive and Well in the Cross Section of Daily Stock Returns. Manag. Sci. 63(11): 3760-3779 (2017)

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