Market Models and Heteroscedasticity of Residual Security Returns.
| Year of publication: |
1983
|
|---|---|
| Authors: | Barone-Adesi, Giovanni ; Talwar, Prem P |
| Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 1.1983, 2, p. 163-68
|
| Publisher: |
American Statistical Association |