A Hausman test for Brownian motion
Martin Becker; Ralph Friedmann; Stefan Klößner; Walter Sanddorf-Köhle
| Year of publication: |
2007
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|---|---|
| Authors: | Becker, Martin ; Friedmann, Ralph ; Klößner, Stefan ; Sanddorf-Köhle, Walter G. |
| Published in: |
Advances in statistical analysis : AStA ; a journal of the German Statistical Society. - Berlin : Springer, ISSN 1863-8171, ZDB-ID 2277258-3. - Vol. 91.2007, 1, p. 3-21
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| Subject: | Stochastischer Prozess | Stochastic process | CAPM | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003437328