Skip to Main Content
Keywords: Kalman filter
Close
Follow your search
Access your saved searches in your account

Would you like to receive an alert when new items match your search?
Close Modal
Sort by
Journal Articles
International Journal of Emerging Markets (2015) 10 (3): 521–534.
Published: 20 July 2015
.../approach – The paper applies the standard regression model, Kalman filter model, other statistical approaches and secondary material. Findings – The paper finds that the existence of dynamic beta in Indian market. The results also indicate systematic risk or beta of Indian industries is susceptible...

or Create an Account

Close Modal
Close Modal