AN EMPIRICAL-INVESTIGATION OF THE POSSIBILITY OF STOCHASTIC SYSTEMATIC-RISK IN THE MARKET MODEL

[1] MORE ON BETA AS A RANDOM COEFFICIENT [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1982, 17 (01) : 27 - 36

[2] BETAS AND THEIR REGRESSION TENDENCIES [J]. JOURNAL OF FINANCE, 1975, 30 (03) : 785 - 795

[3] BOS T, 1982, THESIS U ILLINOIS UR

[4] BOX GEP, 1970, TIME SERIES ANAL FOR

[5] SIMPLE TEST FOR HETEROSCEDASTICITY AND RANDOM COEFFICIENT VARIATION [J]. ECONOMETRICA, 1979, 47 (05) : 1287 - 1294

[6] ASYMPTOTIC TESTS OF COMPOSITE HYPOTHESES IN NONSTANDARD CONDITIONS [J]. BIOMETRIKA, 1974, 61 (02) : 291 - 298

[7] HYPOTHESIS TESTING WHEN A NUISANCE PARAMETER IS PRESENT ONLY UNDER ALTERNATIVE [J]. BIOMETRIKA, 1977, 64 (02) : 247 - 254

[8] BETA AS A RANDOM COEFFICIENT [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1978, 13 (01) : 101 - 116

[9] FABOZZI FJ, 1982, Q REV ECON BUS, V22, P23

[10] Guy, 1976, FINANCIAL ANAL J, V32, P62, DOI DOI 10.2469/FAJ.V32.N4.62

[1] MORE ON BETA AS A RANDOM COEFFICIENT [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1982, 17 (01) : 27 - 36

[2] BETAS AND THEIR REGRESSION TENDENCIES [J]. JOURNAL OF FINANCE, 1975, 30 (03) : 785 - 795

[3] BOS T, 1982, THESIS U ILLINOIS UR

[4] BOX GEP, 1970, TIME SERIES ANAL FOR

[5] SIMPLE TEST FOR HETEROSCEDASTICITY AND RANDOM COEFFICIENT VARIATION [J]. ECONOMETRICA, 1979, 47 (05) : 1287 - 1294

[6] ASYMPTOTIC TESTS OF COMPOSITE HYPOTHESES IN NONSTANDARD CONDITIONS [J]. BIOMETRIKA, 1974, 61 (02) : 291 - 298

[7] HYPOTHESIS TESTING WHEN A NUISANCE PARAMETER IS PRESENT ONLY UNDER ALTERNATIVE [J]. BIOMETRIKA, 1977, 64 (02) : 247 - 254

[8] BETA AS A RANDOM COEFFICIENT [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1978, 13 (01) : 101 - 116

[9] FABOZZI FJ, 1982, Q REV ECON BUS, V22, P23

[10] Guy, 1976, FINANCIAL ANAL J, V32, P62, DOI DOI 10.2469/FAJ.V32.N4.62