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Specification Test for Portfolio Regression Parameter Stationarity and the Implications for Empirical Research
Stanley J. Kon, W. Patrick Lau, Specification Test for Portfolio Regression Parameter Stationarity and the Implications for Empirical Research, The Journal of Finance, Vol. 34, No. 2, Papers and Proceedings, Thirty-Seventh Annual Meeting, American Finance Association, Chicago, Illinois, August 29-31, 1978 (May, 1979), pp. 451-465