- Tytuł:
- Application of Chow, Cusum and Rolling Window in Testing Stability of Systematic Risk of Companies Listed in WIG-ESG in 2019–2022
- Autorzy:
- Magdalena Mikołajek-Gocejna
- Data publikacji:
- 2023
- Tematy:
-
Capital Asset Pricing Model (CAPM)
beta coeffi cient
systematic risk
ESG
environment
social and governance criteria
Cusum Test
Chow Test
rolling window - Pokaż więcej
- Dostawca treści:
- CEJSH