A Shifting Regimes Approach to the Stationarity of the Market Model Parameters of Individual Securities
| Year of publication: |
1986
|
|---|---|
| Authors: | Hays, Patrick A. ; Upton, David E. |
| Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 21.1986, 03, p. 307-321
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |