| Alexeev, V and Dungey, M and Yao, W, “Continuous and jump betas: implications for portfolio diversification”, Econometrics, 3 (27) pp. 1-15. ISSN 2225-1146 (2016) [Refereed Article] |
| Data Type | Value |
|---|
| Type of Research | Applied Research |
| Research Division | Commerce, Management, Tourism and Services |
| Research Group | Banking, finance and investment |
| Research Field | Financial econometrics |
| Research Objective Division | Economic Framework |
| Research Objective Group | Macroeconomics |
| Research Objective Field | Savings and investments |
| Visit Item on eCite | http://ecite.utas.edu.au/110697 |
| Digital Object Identifier | doi:10.3390/econometrics4020027 |
| Scopus Source URL | View the full record on Scopus |
| Scopus Citing URL | View the list of citing articles on Scopus |
| Number of Times Cited | 3 |
| Number of Downloads | 175 |
