The existence of heteroscedasticity and its effect on estimates of the market model parameters
Year of publication: |
1983
|
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Authors: | McDonald, Bill ; Morris, Michael H. |
Published in: |
The journal of financial research. - Malden, MA : Wiley-Blackwell Publishing, ISSN 0270-2592, ZDB-ID 875353-2. - Vol. 6.1983, 2, p. 115-126
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Subject: | Kapitalmarkt | Ökonometrik Schätzung |
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