An analysis of nonlinearities, heteroscedasticity, and functional form in the market model
Bill McDonald ; Cheng-Few Lee
| Year of publication: |
1988
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|---|---|
| Authors: | McDonald, Bill |
| Other Persons: | Lee, Cheng F. (contributor) |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 6.1988, 4, p. 505-509
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| Subject: | Box Cox Model | Finanzmarkt | Financial market | Ökonometrie | Econometrics | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001064987