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Optimal Distribution‐Free Tests and Further Evidence of Heteroscedasticity in the Market Model: A Comment
Author(s) -
LEHMANN BRUCE,
WARGA ARTHUR
Publication year - 1985
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.1540-6261.1985.tb04979.x
Subject(s) - heteroscedasticity , citation , library science , computer science , psychology , machine learning