Open AccessInstability Of Risk Loadings Of Industrial Stocks
Author(s) -
Ling He
Publication year - 2011
Publication title -
journal of business and economics research (jber)
Language(s) - English
Resource type - Journals
eISSN - 2157-8893
pISSN - 1542-4448
DOI - 10.19030/jber.v2i2.2857
Subject(s) - span (engineering) , style (visual arts) , econometrics , economics , mathematics , structural engineering , engineering , art , literature
By using the Flexible Least Squares (FLS) method, this study visibly shows the time variation paths of risk loadings for industrial stocks. Significant structural changes in time variation paths of risk loadings are verified by the OLS results and largely consistent with major economic and political events in the U.S. history.
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