An Analysis of Nonlinearities, Heteroscedasticity, and Functional Form in the Market Model.
| Year of publication: |
1988
|
|---|---|
| Authors: | McDonald, Bill ; Lee, Cheng-Few |
| Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 6.1988, 4, p. 505-09
|
| Publisher: |
American Statistical Association |