The detection and consequences of beta nonstationarity

dc.creatorHowe, Thomas Stanley
dc.date.accessioned2016-11-14T23:14:34Z
dc.date.available2011-02-18T19:55:40Z
dc.date.available2016-11-14T23:14:34Z
dc.date.issued1986-12
dc.description.abstractNot available
dc.format.mimetypeapplication/pdf
dc.identifier.urihttp://hdl.handle.net/2346/12390en_US
dc.language.isoeng
dc.publisherTexas Tech Universityen_US
dc.rights.availabilityUnrestricted.
dc.subjectCapital assets pricing modelen_US
dc.subjectStocks -- Prices -- Mathematical modelsen_US
dc.subjectStock price forecastingen_US
dc.subjectStock exchanges and current eventsen_US
dc.subjectParameter estimationen_US
dc.titleThe detection and consequences of beta nonstationarity
dc.typeDissertation

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