A Bayesian approach to estimate the time varying security beta
By: Cheng F. Lee, Son-Nan Chen
Contributors: Chen, Son-Nan, joint author; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Series: Faculty working papers -- no. 501; Faculty working papers -- no. 501.
Publisher: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
Published: 1978
Place of publication: [Urbana, Ill.]
Language: eng
Number of pages: 20
Notes: Title page includes summary of the paper.

Includes bibliographical references (leaves 19-20).