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Modelling asset prices with time-varying betas
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Hall, Stephen A., Miles, David K. and Taylor, Mark P. (1989) Modelling asset prices with time-varying betas. The Manchester School, 57 (4). pp. 340-356. doi:10.1111/j.1467-9957.1989.tb00821.x ISSN 1463-6786.
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Official URL: http://dx.doi.org/10.1111/j.1467-9957.1989.tb00821...
| Item Type: | Journal Article | ||||
|---|---|---|---|---|---|
| Divisions: | Faculty of Social Sciences > Warwick Business School | ||||
| Journal or Publication Title: | The Manchester School | ||||
| Publisher: | Wiley-Blackwell Publishing Ltd. | ||||
| ISSN: | 1463-6786 | ||||
| Official Date: | 1989 | ||||
| Dates: |
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| Volume: | 57 | ||||
| Number: | 4 | ||||
| Page Range: | pp. 340-356 | ||||
| DOI: | 10.1111/j.1467-9957.1989.tb00821.x | ||||
| Status: | Peer Reviewed | ||||
| Publication Status: | Published | ||||
| Access rights to Published version: | Restricted or Subscription Access |
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