Beta Nonstationarity and the Use of the Chen and Lee Estimator: A Note
The Journal of Finance · 1983 · Volume 38 · Issue 3
DOI: 10.1111/j.1540-6261.1983.tb02515.x
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The Journal of Finance · 1983 · Volume 38 · Issue 3
DOI: 10.1111/j.1540-6261.1983.tb02515.x
Enable JavaScript for citation tools and additional paper interactions.