Heteroskedasticity in stock returns
Year of publication: |
1990
|
---|---|
Authors: | Schwert, George William |
Other Persons: | Seguin, Paul John (contributor) |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 45.1990, 4, p. 1129-1155
|
Subject: | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | CAPM | USA | United States | 1927-1986 |
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