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~isPartOf:"Quarterly journal of business and economics : QJBE"
~language:"eng"
~person:"Burnett, John E."
~person:"Hays, Patrick A."
~subject:"CAPM"
~subject:"Estimation"
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Burnett, John E.
Hays, Patrick A.
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Quarterly journal of business and economics : QJBE
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Stability of the arbitrage pricing theory model factors
Hays, Patrick A.
- In:
Quarterly journal of business and economics : QJBE
36
(
1997
)
2
,
pp. 71-81
Persistent link: https://www.econbiz.de/10001223199
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2
The detection of nonstationarity in the market model
Burnett, John E.
- In:
Quarterly journal of business and economics : QJBE
35
(
1996
)
1
,
pp. 36-50
Persistent link: https://www.econbiz.de/10001202406
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3
Parameter instability in mutual fund portofolio : a shiftimg regimes test
Bauer, Richard J.
;
Hays, Patrick A.
;
Upton, David E.
- In:
Quarterly journal of business and economics : QJBE
26
(
1987
)
1
,
pp. 50-62
Persistent link: https://www.econbiz.de/10003697667
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