Heteroskedasticity in stock returns
By: G. William Schwert, Paul J. Seguin.
Contributors: Seguin, Paul J.
Series: NBER working paper series -- working paper no. 2956; Working paper series (National Bureau of Economic Research) -- working paper no. 2956.
Publisher: National Bureau of Economic Research
Published: 1989
Place of publication: Cambridge, MA
Language: eng
Number of pages: 16
Subjects: Stocks -- Econometric models.; Investments -- Econometric models.; Rate of return -- Econometric models.; Heteroscedasticity.; Capital assets pricing model.
Notes: "May 1989."

Includes bibliographical references (p. i-iv)

Binghamton University Libraries' copy bound with: The sources and nature of long-term memory in the business cycle.