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Beta Nonstationarity and the Use of the Chen and Lee Estimator: A Note
Author(s) -
McDONALD BILL
Publication year - 1983
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.1540-6261.1983.tb02515.x
Subject(s) - citation , chen , library science , management , computer science , economics , paleontology , biology