haku: @indexterm financial models / yhteensä: 494
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| Tekijä: | Rahman, A. Kryzanowski, L. Sim, A. B. |
| Otsikko: | Systematic risk in a purely random market model : some empirical evidence for individual public utilities. |
| Lehti: | Journal of Financial Research
1987 : SUMMER, VOL. 10:2, p. 143-152 |
| Asiasana: | CAPITAL ASSET PRICING FINANCIAL MODELS NATIONALISED INDUSTRIES |
| Kieli: | eng |
| Tiivistelmä: | A study of the minimum norm quadratic (MINQU-) type OLS estimator, used to test whether the betas of a single factor market model are random for sample utilities for two contiguous periods. The review covers parameter estimation and a test of stationarity and empirical findings. Seventeen equations and a Table are given for assessing decisions in utility rate-of- return hearings, and forecasts. |
SCIMA