Conditional Heteroscedasticity In The Market Model And Efficient Estimates Of Betas
Work
Year: 1988
Type: article
Source: Financial Review
Authors Anil K. Bera, Edward Leo Bubnys, Hun Park
Cites: 29
Cited by: 51
Related to: 10
FWCI: 1.222
Citation percentile (by year/subfield): 90.54
Subfield: Finance
Domain: Social Sciences
Open Access status: closed