Time-varying betas and asymmetric effects of news empirical analysis of blue chip stocks - Cho, Young-Hye; Engle, Robert F. 1942- (1999)
Keywords: Market shocks; Ökonometrisches Modell; Blue-chip stocks -- Prices -- United States -- Forecasting; Risk perception -- United States -- Econometric models; Stock exchanges and current events -- United States -- Econometric models; Stock price forecasting -- United States; USA