Conditional Heteroscedasticity in the Market Model and Efficient Estimates of Betas.
| Year of publication: |
1988
|
|---|---|
| Authors: | Bera, Anil ; Bubnys, Edward ; Park, Hun |
| Published in: |
The Financial Review. - Eastern Finance Association - EFA. - Vol. 23.1988, 2, p. 201-14
|
| Publisher: |
Eastern Finance Association - EFA |