Janis Becker

Leibniz Universität Hannover

Schneiderberg 50

Hannover, 30167

Germany

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Scholarly Papers (1)

1.

The Memory of Beta

Journal of Banking and Finance (2021), Vol. 124, 106026
Number of pages: 65 Posted: 01 Jan 2020 Last Revised: 14 Jan 2021
Leibniz Universität Hannover, Saarland University, University of Reading - ICMA Centre and University of Hannover
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Citation 4

Abstract:

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Long memory, beta, persistence, forecasting, predictability