Autoregressive conditional betas

F. Blasques, Christian Francq and Sébastien Laurent ()
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F. Blasques: VU - Vrije Universiteit Amsterdam [Amsterdam]
Sébastien Laurent: AMU - Aix Marseille Université

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Date: 2024-01
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Citations: View citations in EconPapers (1)

Published in Journal of Econometrics, 2024, 238 (2), pp.105630. ⟨10.1016/j.jeconom.2023.105630⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05417169

DOI: 10.1016/j.jeconom.2023.105630

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