Forecasting Systematic Risk: Estimates of "Raw" Beta that Take Account of the Tendency of Beta to Change and the Heteroskedasticity of Residual Returns
- 1 June 1985
- journal article
- Published by JSTOR in Journal of Financial and Quantitative Analysis
- Vol. 20 (2) , 127
- https://doi.org/10.2307/2330951
Abstract
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