Testing the CAPM revisited
Year of publication: |
2009
|
---|---|
Authors: | Ray, Surajit ; Savin, N. Eugene ; Tiwari, Ashish |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 16.2009, 5, p. 721-733
|
Subject: | CAPM | Heteroskedastizität | Heteroscedasticity |
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