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: |
Journal of Financial Research. - Southern Finance Association - SFA, ISSN 0270-2592. - Vol. 6.1983, 2, p. 115-126
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Publisher: |
Southern Finance Association - SFA Southwestern Finance Association - SWFA |
Saved in:
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