Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Crossref DOI link: https://doi.org/10.1007/s10479-018-2793-3
Published Online: 2018-02-22
Published Print: 2019-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Jawadi, Fredj
Louhichi, Wael
Cheffou, Abdoulkarim Idi
Ameur, Hachmi Ben https://orcid.org/0000-0003-4424-3488
Text and Data Mining valid from 2018-02-22
Article History
First Online: 22 February 2018