Zhang, Y. (2003). Time -varying volatilities, CAPM betas, and factor loadings: A high -frequency data perspective. ProQuest Dissertations & Theses.
Chicago Style (17th ed.) CitationZhang, Yibin. Time -varying Volatilities, CAPM Betas, and Factor Loadings: A High -frequency Data Perspective. ProQuest Dissertations & Theses, 2003.
MLA (9th ed.) CitationZhang, Yibin. Time -varying Volatilities, CAPM Betas, and Factor Loadings: A High -frequency Data Perspective. ProQuest Dissertations & Theses, 2003.
Warning: These citations may not always be 100% accurate.