Conditional vs. unconditional efficiency in beta forecasting : methods and evidence
By: Cheng F. Lee, Paul Newbold
Contributors: Newbold, Paul; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration; University of Illinois at Urbana-Champaign. Bureau of Economic and Business Research
Series: BEBR faculty working paper -- no. 885; BEBR faculty working paper -- no. 885.
Publisher: College of Commerce and Business Administration, Bureau of Economic and Business Research, University of Illinois at Urbana-Champaign
Published: 1982
Place of publication: [Urbana, Ill.]
Language: eng
Number of pages: 19
Notes: "We are grateful for the research assistantship support from the University Research Board, University of Illinois at Urbana-Champaign."

Includes bibliographical references (p. 19).