Showing 1 - 20 results of 42 for search '"Schwerte"', query time: 0.59s Refine Results
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    by Dimmock, Stephen G
    Published 2000
    ... missed by the static CAPM. Using the methodology developed in Schwert and Seguin (1990) this thesis...
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    by Lahmiri, Salim
    Published 2006
    ... méthodologie de Schwert (1989) pour examiner la relation entre la volatilité et le niveau de l'économie...
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  15. 15
    by Pao-chen Lue, 呂寶珍
    Published 2002
    ... and modified Schwert and Seguin (1990) to estimate time-varying betas. Before the financial crisis period...
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  16. 16
    by Chien-Chiao Chen, 陳建交
    Published 2008
    ... of CAPM and the time-varying models including Schwert and Seguin Model, Multi-GARCH Model and Kalman...
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  17. 17
    by 黃慈慧
    Published 2011
    ... changes, so it’s a very important financial model. Schwert (1989) observed stock prices, and discovered...
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  18. 18
    by Jiun-Yi, HSU, 許峻義
    Published 2013
    ... price than positive information. The result is consistent with the prior findings of Lowry and Schwert...
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    by Pei-hui Chang, 張佩惠
    Published 2009
    ... 1991 to 2008. According to the Schwert(1989), uses VAR approach and Liljeblom and Stenius (1997) GARCH...
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    by Chyi Lin Lee, Ming-Long Lee
    Published 2014-06-01
    ... and emerging markets over 1990 to 2011. The Fama and Schwert model and a dynamic ordinary least squares (DOLS...
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