TY  - JOUR

T1  - Parameter stability in the market model: Tests and time varying parameter estimation with UK data

JO  - STATISTICIAN

PY  - 2002/01/05

AU  - Coutts JA

AU  - Roberts J

AU  - Mills TC

ED  - 

VL  - 46

IS  - 1

SP  - 57

EP  - 70

Y2  - 2025/11/04

ER  -