Realized Beta: Persistence and Predictability | Kellogg School of Management

Author(s)

Torben Gustav Andersen

Tim Bollerslev

Francis Diebold

Jin Wu

Date Published: 2006

Citations: Andersen, Torben Gustav, Tim Bollerslev, Francis Diebold, Jin Wu. 2006. Realized Beta: Persistence and Predictability.

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