Adjusted beta based on an empirical comparison of OLS ‐ CAPM and the CAPM with EGARCH errors

Michel Terraza and Roman Mestre

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Date: 2021-07
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Published in International Journal of Finance and Economics, 2021, 26 (3), pp.3588-3598. ⟨10.1002/ijfe.1977⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-04058231

DOI: 10.1002/ijfe.1977

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