id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
dem-15819	Będowska-Sójka, Barbara	Evaluating the Accuracy of Time-varying Beta. The Evidence from Poland	2017	16	.pdf	application/pdf	6077	253	54	The estimates of beta for BZW and CDR Note: Beta estimates shown in the figure are the following: BEKK stands for conditional beta from MGARCH scalar BEKK models, DCC stands for conditional beta from MGARCH DCC model and UC stands for time-varying beta from unobserved component model. The Evidence from Poland DYNAMIC ECONOMETRIC MODELS 17 (2017) 161–176 169 We also calculate correlation coefficients for different beta estimates across the sample and find that these correlations are positive, medium strong and statistically significant.	cache/dem-15819.pdf	txt/dem-15819.txt