Measuring nonstationarity in the parameters of the market model
Melvin J. Hinich and Richard Roll
| Year of publication: |
1981
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|---|---|
| Authors: | Hinich, Melvin J. ; Roll, Richard |
| Published in: |
Research in finance. - Bingley [u.a.] : Emerald JAI, ISSN 0196-3821, ZDB-ID 447662-1. - Vol. 3.1981, p. 1-51
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| Subject: | Kapitalanlage Portefeuilleplanung | Börsenkurs | Vereinigte Staaten |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002843465