Additional Evidence of Heteroscedasticity in the Market Model

• 1 June 1980
• journal article
• Published by JSTOR in Journal of Financial and Quantitative Analysis
• Vol. 15  (2) , 299
• https://doi.org/10.2307/2330347

Abstract

Keywords

• MARKET MODEL
• ADDITIONAL EVIDENCE OF HETEROSCEDASTICITY
• HETEROSCEDASTICITY IN THE MARKET