Journal of Finance Vol. 34 No. 2 1979
Specification Test for Portfolio Regression Parameter Stationarity and the Implications for Empirical Research
Abstract
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
- DOI
- 10.2307/2326985
- Volume
- 34
- Issue
- 2
- Pages
- 451
- Sources
- openalex crossref