Heteroscedasticity in the market model
Subtitle: additional evidence
By: Gary Grudnitski, James P. Mandel.
Contributors: Mandel, James P., joint author.
Series: Working paper - Graduate School of Business, University of Texas at Austin ; 77-16; Working paper (University of Texas at Austin. Graduate School of Business) ;; 77-16.
Publisher: Graduate School of Business, University of Texas at Austin : distributed by Bureau of Business Research, University of Texas at Austin
Published: 1976
Place of publication: Austin
Language: eng
Number of pages: 14
Subjects: Investments -- Mathematical models.; Heteroscedasticity.
Notes: Bibliography: p. [15]-[16]