Estimating Market Model Betas: A Comparison of Random Coefficient Methods and Their Ability to Correctly Identify Random Variation
Year of publication: |
1985
|
---|---|
Authors: | McDonald, Bill |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 31.1985, 11, p. 1403-1408
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | market model | betas | random coefficients |
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