SPECIFICATION TESTS FOR PORTFOLIO REGRESSION PARAMETER STATIONARITY AND THE IMPLICATIONS FOR EMPIRICAL-RESEARCH

成果类型:
Article
署名作者:
KON, SJ; LAU, WP
署名单位:
New York University; University of Wisconsin System; University of Wisconsin Madison
刊物名称:
JOURNAL OF FINANCE
ISSN/ISSBN:
0022-1082
DOI:
10.2307/2326985
发表日期:
1979
页码:
451-465
关键词: