Heteroscedasticity and interval effects in estimating beta : UK evidence
Year of publication: |
2011
|
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Authors: | Armitage, Seth ; Brzeszczynski, Janusz |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 21.2011, 19/21, p. 1525-1538
|
Subject: | Schätztheorie | Estimation theory | Schätzung | Estimation | Heteroskedastizität | Heteroscedasticity | Betafaktor | Beta risk | Börsenkurs | Share price |
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