A reduced rank regression approach to tests of asset pricing.
| Year of publication: |
1992
|
|---|---|
| Authors: | Costa, Michele ; Gardini, Attilio ; Paruolo, Paolo |
| Institutions: | Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 5 |
| Source: |
Persistent link: https://www.econbiz.de/10005042448