Beta stability and tendency : an application of a variable mean response regression model
Year of publication: |
1982
|
---|---|
Authors: | Lee, Cheng F. ; Chen, Carl R. |
Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 34.1982, 3, p. 201-206
|
Subject: | Statistik | Korrelation und Regression | Portfolio-Theorie |
-
Kwan, Clarence C. Y., (1984)
-
Additional evidence of heteroscedasticity in the market model
Bey, Roger P., (1979)
-
A bilinear model for heteroskedastic panel data
Cragg, John G., (1987)
- More ...
-
Beta stability and tendency : An application of a variable mean response regression model
Lee, Cheng F., (1982)
-
A cross-sectional analysis of mutual funds' market timing and security selection skill
Chen, Carl R., (1990)
-
The Chinese Financial System and China's Role in the Financial World
Chen, Carl R., (2022)
- More ...