Time-Varying Beta and the Value Premium: A Single-Index Varying-Coefficient Model Approach
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2012 ◽
Vol 41
(7)
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pp. 1214-1227
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2012 ◽
Vol 55
(5)
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pp. 1017-1028
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Dynamic patterns of dry bulk freight spot rates through the lens of a time-varying coefficient model
2018 ◽
Vol 118
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pp. 319-330
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2016 ◽
Vol 36
◽
pp. 109-128
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