BETA AS A RANDOM COEFFICIENT

被引:157
作者
FABOZZI, FJ [1 ]
FRANCIS, JC [1 ]
机构
[1] CUNY,BERNARD BARUCH COLL,NEW YORK,NY 10010
关键词
D O I
10.2307/2330525
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:101 / 116
页数:16
相关论文
共 20 条
[1]  
BLUM M, 1974, J ACCOUNTING RES SPR, P1
[2]   TESTS OF AN ADAPTIVE REGRESSION MODEL [J].
COOLEY, TF ;
PRESCOTT, EC .
REVIEW OF ECONOMICS AND STATISTICS, 1973, 55 (02) :248-256
[3]  
ELTON EJ, 1974, J FINANCE JUN, P1265
[4]  
FABOZZI FJ, 1977, J FINANCE SEP
[5]  
FABOZZI FJ, UNPUBLISHED
[6]  
FRANCIS J, UNPUBLISHED
[7]  
FRANCIS JC, 1977, J ECONOMICS BUSI SPR
[8]  
GOLDFELD SM, J ECONOMETRICS, V1, P3
[9]   SOME ESTIMATORS FOR A LINEAR MODEL WITH RANDOM COEFFICIENTS [J].
HILDRETH, C ;
HOUCK, JP .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (322) :584-595
[10]  
JACOB N, 1971, J FINANCIAL QUAN MAR, P815