Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
- 期刊名称Annals of Operations Research
- 作者Jawadi, Fredj; Louhichi, Wael; Cheffou, Abdoulkarim Idi; Ameur, Hachmi Ben
- 印刷ISSN0254-5330
- 电子ISSN1572-9338
- 文件大小2083.32KB
- 发表时间2018-2-22
- DOI10.1007/s10479-018-2793-3
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