MODELING ASSET PRICES WITH TIME-VARYING BETAS

被引：10

作者：

HALL, SG

MILES, DK

TAYLOR, MP

机构：

[1] UNIV LONDON LONDON SCH ECON & POLIT SCI,FINANCIAL MARKETS GRP,LONDON WC2A 2AE,ENGLAND

[2] CTR ECON POLICY RES,LONDON,ENGLAND

来源：

MANCHESTER SCHOOL OF ECONOMIC AND SOCIAL STUDIES | 1989年 / 57卷 / 04期

关键词：

D O I：

10.1111/j.1467-9957.1989.tb00821.x

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：340 / 356

页数：17

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