Misspecification testing and robust estimation of the market model
Subtitle: estimating betas for the FT-SE industry baskets
By: Terence C. Mills and J. Andrew Coutts.
Contributors: Coutts, J. Andrew.
Series: Discussion paper series, economics / Sheffield University Management School -- no.25; Discussion paper series, economics (Sheffield University Management School -- no.25.
Publisher: Sheffield University, School of Management
Published: 1994
Place of publication: Sheffield
Language: eng