Parameter stability in the market model: Tests and time varying parameter estimation with UK data
| Year of publication: |
1997
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|---|---|
| Authors: | Coutts, J.A. ; Roberts, J. ; Mills, T.C. |
| Published in: |
The statistician : journal of the Institute of Statisticians. - Oxford [u.a.] : Blackwell, ISSN 0039-0526, ZDB-ID 280816x. - Vol. 46.1997, 1, p. 57-70
|