Conditional heteroscedasticity in the market model and efficient estimates of betas
Anil Bera, Edward Bubnys and Hun Park
| Year of publication: |
1988
|
|---|---|
| Authors: | Bera, Anil K. |
| Other Persons: | Bubnys, Edward L. (contributor) ; Park, Hun Y. (contributor) |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 23.1988, 2, p. 201-214
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| Subject: | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001061436