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

CiNii Available at 2 libraries

Bibliographic Information

Title
"Further evidence on the relationship between beta stability and the length of the estimation period"
Statement of Responsibility
Robert Faff and Robert Brooks
Publisher
  • Department of Economics and Finance, Faculty of Business, RMIT
Publication Year
  • [1996]
Book size
30 cm

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Notes

"Working Paper 96-10, November 1996"

"Centre in finance"--Cover

Includes bibriographical references (p. 20-22)

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Details 詳細情報について

  • CRID
    1130000794327434624
  • NII Book ID
    BA30321222
  • Text Lang
    en
  • Country Code
    at
  • Title Language Code
    en
  • Place of Publication
    • Melbourne
  • Data Source
    • CiNii Books
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