HETEROSKEDASTICITY IN STOCK RETURNS
G. Schwert and
Working Papers from Rochester, Business - General
Keywords: homoskedasticity; efficiency; portfolios (search for similar items in EconPapers)
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Journal Article: Heteroskedasticity in Stock Returns (1990)
Working Paper: Heteroskedasticity in Stock Returns (1989)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:robuge:bc_88-02
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