Measuring nonstationarity in the parameters of the market model
Melvin J. Hinich and Richard Roll
Year of publication: |
1981
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Authors: | Hinich, Melvin J. ; Roll, Richard |
Published in: |
Research in finance. - Bingley [u.a.] : Emerald JAI, ISSN 0196-3821, ZDB-ID 4476621. - Vol. 3.1981, p. 1-51
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