Škrinjarić, Tihana, Faculty of Economics and Business University of Zagreb, Croatia
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Croatian Operational Research Review Volume 5 (2014), Number 2 - CRORR Journal Regular Issue
Testing for regime-switching CAPM on Zagreb Stock Exchange
Abstract PDF Figure 1: Smoothed probability of being in a high volatility regime for stock LEDO CRORR_2701_Skrinjaric_Word Skrinjaric bez imena