The effects of changing macroeconomic conditions on the parameters of the single index market model

Authors
Francis, Jack Clark Fabozzi, Frank J.
Citation
. Francis, Jack Clark et . Fabozzi, Frank J., The effects of changing macroeconomic conditions on the parameters of the single index market model, Journal of financial and quantitative analysis , 14(2), 1979, pp. 351-360
Journal title
Journal of financial and quantitative analysis → ACNP
ISSN journal
00221090
Volume
14
Issue
2
Year of publication
1979
Pages
351 - 360
Database
ACNP
SICI code