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
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
收藏
页码:340 / 356
页数:17
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