Heteroscedasticity and interval effects in estimating beta: UK evidence

Janusz Brzeszczynski

Research output: Contribution to journal › Article › peer-review

8 Citations (Scopus)

Original language	English
Pages (from-to)	1525-1538
Journal	Applied Financial Economics
Volume	21
Issue number	20
DOIs	https://doi.org/10.1080/09603107.2011.581208
Publication status	Published - 2011

Access to Document

@article{607f1826e26a49eeb5085b912142a8e6,

title = "Heteroscedasticity and interval effects in estimating beta: UK evidence",

author = "Janusz Brzeszczynski",

year = "2011",

doi = "10.1080/09603107.2011.581208",

language = "English",

volume = "21",

pages = "1525--1538",

journal = "Applied Financial Economics",

issn = "0960-3107",

publisher = "Taylor & Francis",

number = "20",

}

TY - JOUR

T1 - Heteroscedasticity and interval effects in estimating beta: UK evidence

AU - Brzeszczynski, Janusz

PY - 2011

Y1 - 2011

UR - http://www.tandfonline.com/loi/rafe20

U2 - 10.1080/09603107.2011.581208

DO - 10.1080/09603107.2011.581208

M3 - Article

SN - 0960-3107

VL - 21

SP - 1525

EP - 1538

JO - Applied Financial Economics

JF - Applied Financial Economics

IS - 20

ER -