- Title
- Adjusted beta based on an empirical comparison of OLS ‐ CAPM and the CAPM with EGARCH errors
- Creators - without role
- Michel Terraza - Université de MontpellierRoman Mestre - Université de Montpellier, Montpellier Recherche en Economie - MRE
- Publication Details
- International Journal of Finance and Economics, Vol.26(3), pp.3588-3598
- Identifiers
- 9942932209311
- Academic Unit
- Montpellier Recherche en Economie - MRE
- Language
- English
- Resource Type
- Journal article
- Local Fields
- hal-04058231
Journal article
Adjusted beta based on an empirical comparison of OLS ‐ CAPM and the CAPM with EGARCH errors
International Journal of Finance and Economics, Vol.26(3), pp.3588-3598
07/2021
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