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https://doi.org/10.2139/ssrn.1100573

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0165-1889(94)90039-6openalex-extracted
Threshold heteroskedastic models
inferredcites →https://doi.org/10.1016/0304-405x(77)90041-1openalex-extracted
Estimating betas from nonsynchronous data
inferredcites →https://doi.org/10.1016/0304-405x(79)90013-8openalex-extracted
Risk measurement when shares are subject to infrequent trading
inferredcites →https://doi.org/10.1016/0304-405x(89)90006-8openalex-extracted
The relation between the return interval and betas
inferredcites →https://doi.org/10.1016/0304-4076(86)90063-1openalex-extracted
Generalized autoregressive conditional heteroskedasticity
inferredcites →https://doi.org/10.1016/0360-3016(84)90450-4openalex-extracted
Quality assurance in radiation therapy: Multidisciplinary considerations — European experience
inferredcites →https://doi.org/10.1016/s0304-405x(01)00044-7openalex-extracted
The theory and practice of corporate finance: evidence from the field
inferredcites →https://doi.org/10.1016/s0927-5398(96)00006-0openalex-extracted
Measuring risk in the mining sector with ARCH models with important observations on sample size
inferredcites →https://doi.org/10.1016/s1058-3300(99)00007-5openalex-extracted
Size, time‐varying beta, and conditional heteroscedasticity in UK stock returns
inferredcites →https://doi.org/10.1017/cbo9781139171335openalex-extracted
The Cost of Capital
inferredcites →https://doi.org/10.1023/a:1008324023419openalex-extracted
U.S. Banking Sector Risk in an Era of Regulatory Change: A Bivariate GARCH Approach
inferredcites →https://doi.org/10.1080/13518470110053407openalex-extracted
Time-varying betas and the cross-sectional return–risk relation: evidence from the UK
inferredcites →https://doi.org/10.1080/1351847032000137401openalex-extracted
Practitioners' perspectives on the UK cost of capital
inferredcites →https://doi.org/10.1080/13518470802173396openalex-extracted
Time-varying beta risk of Pan-European industry portfolios: A comparison of alternative modeling techniques
inferredcites →https://doi.org/10.1111/1467-8454.00093openalex-extracted
Modelling the Equity Beta Risk of Australian Financial Sector Companies
inferredcites →https://doi.org/10.1111/1468-5957.00324openalex-extracted
Time Varying Beta Risk: An Analysis of Alternative Modelling Techniques
inferredcites →https://doi.org/10.1111/j.1540-6261.1993.tb05128.xopenalex-extracted
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
inferredcites →https://doi.org/10.1111/j.1540-6261.1995.tb05189.xopenalex-extracted
Good News, Bad News, Volatility, and Betas
inferredcites →https://doi.org/10.2139/ssrn.220251openalex-extracted
inferredcites →https://doi.org/10.2307/1912773openalex-extracted
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
inferredcites →https://doi.org/10.2307/1912934openalex-extracted
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
inferredcites →https://doi.org/10.2307/1913242openalex-extracted
Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model
inferredcites →https://doi.org/10.2307/1913610openalex-extracted
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
inferredcites →https://doi.org/10.2307/2328718openalex-extracted
Heteroskedasticity in Stock Returns
inferredcites →https://doi.org/10.2307/2329067openalex-extracted
inferredcites →https://doi.org/10.2307/2329327openalex-extracted
Good News, Bad News, Volatility, and Betas
inferredcites →https://doi.org/10.2307/2938260openalex-extracted
Conditional Heteroskedasticity in Asset Returns: A New Approach

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.1515/foli-2015-0018openalex-snapshot
Intervalling Effect On Estimating The Beta Parameter For The Largest Companies On The WSE
inferred← citeshttps://doi.org/10.5296/ajfa.v7i2.6751openalex-snapshot
Beta Estimation in Indian Stock Markets - Some Issues
inferred← citeshttps://doi.org/10.61351/mf.v1i1.8openalex-snapshot
Properties of returns and variance and the implications for time series modelling: Evidence from South Africa
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