Conditional and unconditional heteroscedasticity in the market model
By: Anil K. Bera, Edward Bubnys, Hun Park
Contributors: Bubnys, Edward; Park, Hun; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Series: BEBR faculty working paper -- no. 1218; BEBR faculty working paper -- no. 1218.
Publisher: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
Published: 1986
Place of publication: [Urbana, Ill.]
Language: eng
Number of pages: 11
Notes: Includes bibliographical references (p. 10-11).