Recommended Citation
Postprint version. Published in Journal of Business & Economic Statistics, Volume 21, Issue 4, October 1, 2003, pages 490-492.
NOTE: At the time of publication, the author Garland Durham was not yet affiliated with Cal Poly.
The definitive version is available at https://doi.org/10.1198/073500103288619124.
Disciplines
Finance
Copyright
Publisher statement
First published by Taylor and Francis.
URL: https://digitalcommons.calpoly.edu/fin_fac/18