: Sermaye Varlıklarını Fiyatlandırma Modeli Sistematik Risk DECO-FIGARCH Modeli Uzun Hafıza Zamanla Değişen Beta Katsayısı
Capital Asset Pricing Model Systematic Risk DECO-FIGARCH Model Long Memory Time-Varying Beta Coefficient
Primary Language | English |
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Subjects | Finance |
Journal Section | Research Articles |
Authors | |
Publication Date | December 20, 2020 |
Submission Date | May 7, 2020 |
Published in Issue | Year 2020 Volume: 11 Issue: Ek |