Parameter Variability in the Single Factor Market Model: An Empirical Comparison of Tests and Estimation Procedures Using Data from the Helsinki Stock Exchange

P. A. Wigodsky

Journal of the Royal Statistical Society Series C, 1991, vol. 40, issue 3, 487-487

Abstract: 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.

Date: 1991
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