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- W1916536715 abstract "In this paper we estimated IBM beta from 2000 to 2013, then using differential equation mathematical formula we split up the annual beta’s change attributed to the volatility market effect, the stock volatility effect, the correlation effect and the jointly effect of these variables." @default.
- W1916536715 created "2016-06-24" @default.
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- W1916536715 date "2014-09-06" @default.
- W1916536715 modified "2023-09-24" @default.
- W1916536715 title "Splitting up Beta’s change" @default.
- W1916536715 hasPublicationYear "2014" @default.
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