Files in this item

FilesDescriptionFormat

application/pdf

application/pdftimeaggregationc416leec.pdf (1MB)
(no description provided)PDF

Description

Title:Time aggregation, coefficient of determination and systematic risk of the market model / BEBR No. 416
Author(s):Lee, Cheng F.; Morimune, Kimio
Contributor(s):University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Subject(s):Investments -- Mathematical models.
Issue Date:July 7 197
Publisher:[Urbana, Ill.] : College of Commerce and Business Administration, University of Illinois at Urbana-Champaign,
Series/Report:Faculty working papers ; no. 416
Type:Text
Language:English
Description:Includes bibliographical references (leaves 15-16).
URI:http://hdl.handle.net/2142/26726
Rights Information:Copyright July 7 1977 Board of Trustees University of Illinois.
Date Available in IDEALS:2011-09-15
Has Version(s):http://hdl.handle.net/10111/UIUCOCA:timeaggregationc416leec
http://www.archive.org/details/timeaggregationc416leec
Identifier in Online Catalog:296968
OCLC Identifier:(OCoLC)ocm04737301


This item appears in the following Collection(s)

Item Statistics