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Volumn 48, Issue 4-6, 1999, Pages 531-539
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Time-varying estimates of CAPM betas
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Author keywords
CAPM beta; Recursive beta; Time varying estimate
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Indexed keywords
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EID: 0006288075
PISSN: 03784754
EISSN: None
Source Type: Journal
DOI: 10.1016/s0378-4754(99)00033-6 Document Type: Article |
Times cited : (58)
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References (7)
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