Market Models and Heteroscedasticity of Residual Security Returns

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Bibliographic Details
Published in:Journal of business & economic statistics 1983-04, Vol.1 (2), p.163
Main Authors: Barone-Adesi, Giovanni, Talwar, Prem P.
Format: Article
Language:English
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ISSN:0735-0015
DOI:10.2307/1391857