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

書誌事項

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]

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注記

"Working Paper 96-10, November 1996"

"Centre in finance"--Cover

Includes bibriographical references (p. 20-22)

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詳細情報

  • NII書誌ID(NCID)
    BA30321222
  • 出版国コード
    at
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Melbourne
  • ページ数/冊数
    22 p.
  • 大きさ
    30 cm
  • 親書誌ID
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