The detection and consequences of beta nonstationarity
dc.creator | Howe, Thomas Stanley | |
dc.date.accessioned | 2016-11-14T23:14:34Z | |
dc.date.available | 2011-02-18T19:55:40Z | |
dc.date.available | 2016-11-14T23:14:34Z | |
dc.date.issued | 1986-12 | |
dc.description.abstract | Not available | |
dc.format.mimetype | application/pdf | |
dc.identifier.uri | http://hdl.handle.net/2346/12390 | en_US |
dc.language.iso | eng | |
dc.publisher | Texas Tech University | en_US |
dc.rights.availability | Unrestricted. | |
dc.subject | Capital assets pricing model | en_US |
dc.subject | Stocks -- Prices -- Mathematical models | en_US |
dc.subject | Stock price forecasting | en_US |
dc.subject | Stock exchanges and current events | en_US |
dc.subject | Parameter estimation | en_US |
dc.title | The detection and consequences of beta nonstationarity | |
dc.type | Dissertation |