Realized Semibetas: Signs of Things to Come
| dc.contributor.author | Bollerslev, Tim | |
| dc.contributor.author | Patton, Andrew J | |
| dc.contributor.author | Quaedvlieg, Rogier | |
| dc.date.accessioned | 2020-12-02T19:06:33Z | |
| dc.date.available | 2020-12-02T19:06:33Z | |
| dc.date.issued | 2020-02-20 | |
| dc.date.updated | 2020-12-02T19:06:31Z | |
| dc.identifier.uri | ||
| dc.subject | Cross-sectional return variation; downside risk; semicovariances; semibetas | |
| dc.title | Realized Semibetas: Signs of Things to Come | |
| dc.type | Journal article | |
| pubs.organisational-group | Trinity College of Arts & Sciences | |
| pubs.organisational-group | Economics | |
| pubs.organisational-group | Duke |
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