Further evidence on the relationship between beta stability and the length of the estimation period

Bibliographic Information

Further evidence on the relationship between beta stability and the length of the estimation period

Robert Faff and Robert Brooks

(Working paper series in economics and finance, 96-10)

Department of Economics and Finance, Faculty of Business, RMIT, [1996]

Available at  / 2 libraries

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Note

"Working Paper 96-10, November 1996"

"Centre in finance"--Cover

Includes bibriographical references (p. 20-22)

Related Books: 1-1 of 1

Details

  • NCID
    BA30321222
  • Country Code
    at
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Melbourne
  • Pages/Volumes
    22 p.
  • Size
    30 cm
  • Parent Bibliography ID
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