OPTIMUM DISTRIBUTION-FREE TESTS AND FURTHER EVIDENCE OF HETEROSCEDASTICITY IN THE MARKET MODEL

被引：23

作者：

GIACCOTTO, C

ALI, MM

机构：

[1] UNIV CONNECTICUT, STORRS, CT 06268 USA

[2] UNIV KENTUCKY, LEXINGTON, KY 40506 USA

来源：

JOURNAL OF FINANCE | 1982年 / 37卷 / 05期

关键词：

D O I：

10.2307/2327848

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1247 / 1257

页数：11

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