Regime-Switching and Long Memory in Systematic Risk: Evidence from Realized Betas of Industry Portfolios
2014 ◽
Vol 35
(6)
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pp. 986-1012
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Keyword(s):
2003 ◽
Vol 35
(03)
◽
pp. 737-754
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Keyword(s):
2015 ◽
Vol 61
◽
pp. S189-S204
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Keyword(s):
2010 ◽
Vol 54
(11)
◽
pp. 2676-2692
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