"Estimating Time-Varying Beta of Price Limits and Its Applications in China ..."

Rongquan Bai, Zuoquan Zhang, Menggang Li (2013)

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DOI: 10.1155/2013/682159

access: open

type: Journal Article

metadata version: 2023-11-19

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Rongquan Bai, Zuoquan Zhang, Menggang Li:
Estimating Time-Varying Beta of Price Limits and Its Applications in China Stock Market. J. Appl. Math. 2013: 682159:1-682159:8 (2013)

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