Dynamic Conditional Beta

Journal Article Dynamic Conditional Beta Get access Robert F. Engle Robert F. Engle Volatility Institute of NYU's Stern School of Business and Robert Engle is Director of the Volatility Institute of NYU's Stern School of Business and Professor of Finance, rengle@stern.nyu.edu , 212 998 0702. Search for other works by this author on: Oxford Academic Google Scholar Journal of Financial Econometrics, Volume 14, Issue 4, Fall 2016, Pages 643–667, https://doi.org/10.1093/jjfinec/nbw006 Published: 29 August 2016 Article history Received: 05 March 2014 Revision received: 20 February 2016 Accepted: 01 July 2016 Published: 29 August 2016