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Abstract–Measuring Nonstationarity in the Stochastic Process of Asset Returns
Hinich, Melvin J.; Roll, Richard - In: Journal of Financial and Quantitative Analysis 10 (1975) 04, pp. 687-687
Persistent link: https://www.econbiz.de/10008471665
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Measuring nonstationarity in the parameters of the market model
Hinich, Melvin J.; Roll, Richard - In: Research in finance 3 (1981), pp. 1-51
Persistent link: https://www.econbiz.de/10002843465
Cover Image
Measuring nonstationarity in the parameters of the market model
Hinich, Melvin J.; Roll, Richard - In: Research in finance 3 (1981), pp. 1-51
Persistent link: https://www.econbiz.de/10009943354