✦ LIBER ✦

CONDITIONAL HETEROSCEDASTICITY IN THE MARKET MODEL AND EFFICIENT ESTIMATES OF BETAS

✍ Scribed by Bera, Anil; Bubnys, Edward; Park, Hun

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

Application of the Tobit model with auto

✍ Ho-Chyuan Chen; Kuang-Liang Chang; Shih-Ti Yu 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 452 KB

Heteroscedasticity in the Market Model:

✍ Stephen J. Brown 📂 Article 📅 1977 🏛 University of Chicago Press 🌐 English ⚖ 542 KB

Estimation and Testing in Models Contain

✍ Feike C. Drost, Theo E. Nijman and Bas J. M. Werker 📂 Article 📅 1998 🏛 American Statistical Association 🌐 English ⚖ 271 KB

Autoregressive Conditional Heteroscedast

✍ Robert F. Engle 📂 Article 📅 1982 🏛 John Wiley and Sons 🌐 English ⚖ 380 KB

Estimation of VaR in conditional heteros

✍ Chen, Fen-Ying 📂 Article 📅 2008 🏛 Emerald Group Publishing Limited 🌐 English ⚖ 94 KB