search query: @indexterm STATISTICAL METHODS / total: 745
reference: 431 / 745
Author: | Ferson, W. E. Kandel, S. Stambaugh, R. F. |
Title: | Tests of asset pricing with time-varying expected risk premiums and market betas. |
Journal: | Journal of Finance
1987 : JUN, VOL. 42:2, p. 201-220 |
Index terms: | RISK BETA FACTOR STATISTICAL METHODS |
Language: | eng |
Abstract: |
SCIMA