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HETEROSKEDASTICITY IN STOCK RETURNS

G. Schwert and P.J. Seguin

Working Papers from Rochester, Business - General

Keywords: homoskedasticity; efficiency; portfolios (search for similar items in EconPapers)
Date: 1988
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Journal Article: Heteroskedasticity in Stock Returns (1990) Downloads
Working Paper: Heteroskedasticity in Stock Returns (1989) Downloads
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