THE TIME-VARIANCE RELATIONSHIP: EVIDENCE ON AUTOCORRELATION IN COMMON STOCK RETURNS

Author:

Schwartz Robert A.,Whitcomb David K.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference30 articles.

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2. Performance Evaluation of New York Stock Exchange Specialists;Barnea;Journal of Financial and Quantitative Analysis,1974

3. A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices;Blattberg;Journal of Business,1974

4. L. E. Bussey G. T. Stevens , Jr. Formulating Correlated Cash Flow Streams 1972 1 30

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