CONDITIONAL HETEROSCEDASTICITY IN THE MARKET MODEL AND EFFICIENT ESTIMATES OF BETAS
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6288.1988.tb00786.x/fullpdf
Reference27 articles.
1. More on Beta as a Random Coefficient
2. CANADIAN EVIDENCE OF HETEROSCEDASTICITY IN THE MARKET MODEL
3. Model specification tests
4. Additional Evidence of Heteroscedasticity in the Market Model
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