Stock Prices and Heteroscedasticity
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Bibliographic InfoArticle provided by University of Chicago Press in its journal Journal of Business.
Volume (Year): 49 (1976)
Issue (Month): 4 (October)
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Web page: http://www.journals.uchicago.edu/JB/
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- Gill, Ryan & Lee, Kiseop & Song, Seongjoo, 2007. "Computation of estimates in segmented regression and a liquidity effect model," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 6459-6475, August.
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