Work

Market Models and Heteroscedasticity of Residual Security Returns

Year: 1983

Type: article

Source: Journal of Business and Economic Statistics

DOI: 10.1080/07350015.1983.10509335

Authors: Giovanni Barone-Adesi, Prem P. Talwar

Institution: University of Alberta

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Natural Sciences and Engineering Research Council of Canada

OpenAlex ID: W2090475757

FWCI: 4.984

Cites: 21

Cited by: 29

Related to: 10