Size, time-varying beta, and conditional heteroscedasticity in UK stock returns
| Year of publication: |
1999
|
|---|---|
| Authors: | Reyes, Mario G. |
| Published in: |
Review of Financial Economics. - Elsevier, ISSN 1058-3300. - Vol. 8.1999, 1, p. 1-10
|
| Publisher: |
Elsevier |