HETEROSKEDASTICITY IN STOCK RETURNS
| Year of publication: |
1988
|
|---|---|
| Authors: | SCHWERT, G.W. ; SEGUIN, P.J. |
| Institutions: | William E. Simon Graduate School of Business Administration, University of Rochester |
| Subject: | homoskedasticity | efficiency | portfolios |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 17 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005660582