Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas
Phoebe Koundouri (),
Nikolaos Kourogenis (),
Nikitas Pittis and
Journal of Forecasting, 2016, vol. 35, issue 5, 445-461
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Working Paper: Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas (2014)
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Persistent link: https://EconPapers.repec.org/RePEc:wly:jforec:v:35:y:2016:i:5:p:445-461
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