Details
| Original language | German |
|---|---|
| Journal | Journal of Financial and Quantitative Analysis |
| Publication status | Accepted/In press - 2024 |
Cite this
- Standard
- Harvard
- Apa
- Vancouver
- BibTeX
- RIS
Estimating Stock Market Betas via Machine Learning. / Drobetz, Wolfgang; Hollstein, Fabian; Otto, Tizian et al.
In: Journal of Financial and Quantitative Analysis, 2024.
In: Journal of Financial and Quantitative Analysis, 2024.
Research output: Contribution to journal › Article › Research › peer review
Drobetz, W, Hollstein, F, Otto, T & Prokopczuk, M 2024, 'Estimating Stock Market Betas via Machine Learning', Journal of Financial and Quantitative Analysis. <https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3933048>
Drobetz, W., Hollstein, F., Otto, T., & Prokopczuk, M. (Accepted/in press). Estimating Stock Market Betas via Machine Learning. Journal of Financial and Quantitative Analysis. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3933048
Drobetz W, Hollstein F, Otto T, Prokopczuk M. Estimating Stock Market Betas via Machine Learning. Journal of Financial and Quantitative Analysis. 2024.
Download
@article{bc167131c50f43aa96c3d7de713d040c,
title = "Estimating Stock Market Betas via Machine Learning",
author = "Wolfgang Drobetz and Fabian Hollstein and Tizian Otto and Marcel Prokopczuk",
year = "2024",
language = "Deutsch",
journal = "Journal of Financial and Quantitative Analysis",
issn = "0022-1090",
publisher = "Cambridge University Press",
}
Download
TY - JOUR
T1 - Estimating Stock Market Betas via Machine Learning
AU - Drobetz, Wolfgang
AU - Hollstein, Fabian
AU - Otto, Tizian
AU - Prokopczuk, Marcel
PY - 2024
Y1 - 2024
M3 - Artikel
JO - Journal of Financial and Quantitative Analysis
JF - Journal of Financial and Quantitative Analysis
SN - 0022-1090
ER -