Misspecification testing and robust estimation of the market model: estimating betas for the FT-SE industry baskets
Year of publication: |
1996
|
---|---|
Authors: | Mills, Terence ; Coutts, J. Andrew |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 2.1996, 4, p. 319-331
|
Publisher: |
Taylor & Francis Journals |
Subject: | industry baskets | market model | misspecification | robust estimation |
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