✦ LIBER ✦

An Analysis of Nonlinearities, Heteroscedasticity, and Functional Form in the Market Model

✍ Scribed by Bill McDonald and Cheng-Few Lee

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Evidence of Heteroscedasticity in the Ma

✍ John D. Martin and Robert C. Klemkosky 📂 Article 📅 1975 🏛 University of Chicago Press 🌐 English ⚖ 173 KB

CONDITIONAL HETEROSCEDASTICITY IN THE MA

✍ Bera, Anil; Bubnys, Edward; Park, Hun 📂 Article 📅 1988 🏛 John Wiley and Sons 🌐 English ⚖ 562 KB

Testing the Granger Noncausality Hypothe

✍ Péguin-Feissolle, Anne; Strikholm, Birgit; Teräsvirta, Timo 📂 Article 📅 2013 🏛 Taylor and Francis Group 🌐 English ⚖ 838 KB

Tests of Unbiasedness in the Foreign Exc

✍ Laura E. Kodres 📂 Article 📅 1993 🏛 University of Chicago Press 🌐 English ⚖ 484 KB

How good are supply function equilibrium

✍ Ramteen Sioshansi; Shmuel Oren 📂 Article 📅 2006 🏛 Springer US 🌐 English ⚖ 888 KB

An Analysis with the CERT Model of the F

✍ Jeremy Sager 📂 Article 📅 2003 🏛 Springer 🌐 English ⚖ 235 KB