Heteroscedasticity and interval effects in estimating beta: UK evidence
Year of publication: |
2011
|
---|---|
Authors: | Armitage, Seth ; Brzeszczynski, Janusz |
Published in: |
Applied Financial Economics. - Taylor & Francis Journals, ISSN 0960-3107. - Vol. 21.2011, 20, p. 1525-1538
|
Publisher: |
Taylor & Francis Journals |
Subject: | beta estimation | heteroscedasticity | ARCH models | interval effect |
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Janusz Brzeszczyński, (2011)
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