The detection of nonstationarity in the market model
Year of publication: |
1996
|
---|---|
Authors: | Burnett, John E. |
Other Persons: | Carroll, Carolyn A. (contributor) ; Thistle, Paul D. (contributor) |
Published in: |
Quarterly journal of business and economics : QJBE. - Lincoln, Neb. : College of Business Administration, ISSN 0747-5535, ZDB-ID 859563-X. - Vol. 35.1996, 1, p. 36-50
|
Subject: | Wirtschaftsmodell | Economic model | Finanzmarkt | Financial market | Risiko | Risk | CAPM | Theorie | Theory | Schätzung | Estimation | USA | United States | 1982-1987 |
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