Instability and predictability of factor betas of industrial stocks: The flexible least squares solutions

Quarterly Review of Economics and Finance

Volumn 45, Issue 4-5, 2005, Pages 619-640

  He, Ling T ^a  

^a UNIVERSITY OF CENTRAL ARKANSAS   (United States)

Author keywords

Factor betas; Flexible Least Squares; Forecasting; Time varying

Indexed keywords

EID: 24044471637     PISSN: 10629769     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.qref.2004.07.007     Document Type: Article

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