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Parameter Variability in the Single Factor Market Model: An Empirical Comparison of Tests and Estimation Procedures Using Data from the Helsinki Stock Exchange
Author(s) -
Wigodsky P. A.
Publication year - 1991
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2347531
Subject(s) - econometrics , stock exchange , stock market , estimation , statistics , computer science , economics , mathematics , geology , management , finance , paleontology , horse
Parameter Variability in the Single Factor Market Model: An Empirical Comparison of Tests and Estimation Procedures using Data from the Helsinki Stock Exchange. By J. Knif. ISBN 951 653 196 2. Finnish Society of Sciences and Letters, Helsinki, 1989. 168 pp.