Work

Stationarity of Market Risk: Random Coefficients Tests for Individual Stocks

Year: 1980

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1980.tb03507.x

Author: SHYAM SUNDER

Institution: University of Chicago

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2170584503

FWCI: 11.7

Cites: 16

Cited by: 191

Related to: 10