Additional evidence of heteroscedasticity in the market model
Year of publication: |
1980
|
---|---|
Authors: | Bey, Roger P. ; Pinches, George E. |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 15.1980, 2, p. 299-322
|
Subject: | Kapitalmarkt | Kapitalanlage Portefeuilleplanung |
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