Assessing goodness-of-fit of asset pricing models : the distribution of the maximal R2
F. Douglas Foster, Tom Smith, and Robert E. Whaley
| Year of publication: |
1997
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|---|---|
| Authors: | Foster, F. Douglas |
| Other Persons: | Smith, Tom (contributor) ; Whaley, Robert E. (contributor) |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 52.1997, 2, p. 591-607
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| Subject: | CAPM | Schätztheorie | Estimation theory | Theorie | Theory |
| 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/10001222441