✦ LIBER ✦

Market Models and Heteroscedasticity of Residual Security Returns

✍ Scribed by Giovanni Barone-Adesi and Prem P. Talwar

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Residual-based diagnostics for condition

✍ Y. K. Tse 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 84 KB

Evidence of Heteroscedasticity in the Ma

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

Testing heteroscedasticity in nonparamet

✍ Lei Zhang; Chang-lin Mei 📂 Article 📅 2008 🏛 SP Editorial Committee of Applied Mathematics - A 🌐 English ⚖ 131 KB

Using the Capital Asset Pricing Model an

✍ Pettit, R. Richardson; Westerfield, Randolph 📂 Article 📅 1974 🏛 School of Business Administration, University of W 🌐 English ⚖ 847 KB

CONDITIONAL HETEROSCEDASTICITY IN THE MA

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

Note on the behavior of residual securit

✍ William H. Beaver; Wayne R. Landsman 📂 Article 📅 1981 🏛 Elsevier Science 🌐 English ⚖ 606 KB