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Optimal Distribution‐Free Tests and Further Evidence of Heteroscedasticity in the Market Model: A Reply
Author(s) -
GIACCOTTO CARMELO,
ALI MUKHTAR M.
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.tb04980.x
Subject(s) - heteroscedasticity , citation , distribution (mathematics) , library science , computer science , mathematical economics , econometrics , economics , mathematics , mathematical analysis