TITLE

Conditional heteroskedasticity adjusted market model and

AUTHOR(S)
Corhay, A.; Rad, A. Tourani
PUB. DATE
January 1996
SOURCE
Quarterly Review of Economics & Finance;Winter96, Vol. 36 Issue 4, p529
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
Presents information on the calculation of stock returns series. Models used in the calculation; Methodology and results from a study carried out on the calculation of stock returns.
ACCESSION #
9701132170

 

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