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Does Beta React to Market Conditions?
其他書名
Estimates of Bull and Bear Betas Using a Nonlinear Market Model with an Endogenous Threshold Parameter
出版Monash University, Department of Econometrics and Business Statistics, 2003
URLhttp://books.google.com.hk/books?id=0L5aHQAACAAJ&hl=&source=gbs_api