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Specification Tests for Portfolio Regression Parameter Stationarity and the Implications for Empirical Research
Author(s) -
KON STANLEY J.,
LAU W. PATRICK
Publication year - 1979
Publication title -
the journal of finance
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 18.151
H-Index - 299
eISSN - 1540-6261
pISSN - 0022-1082
DOI - 10.1111/j.1540-6261.1979.tb02108.x
Subject(s) - portfolio , library science , sociology , economics , computer science , finance