Parameter stability in the market model
Subtitle: tests and time varying parameter estimation with U.K. data
By: J. AndrewCoutts, Terence C. Mills and Jennifer Roberts.
Contributors: Mills, Terence C.; Roberts, Jennifer.
Series: Discussion paper series, economics / Sheffield University, School of Management -- no.94.48; Discussion paper series, economics (Sheffield University, School of Management) -- no.94.48.
Publisher: Sheffield University, School of Management
Published: 1994
Place of publication: Sheffield
Language: eng