Asset-pricing anomalies and spanning : multivariate and multifactor tests with heavy-tailed distributions
Marie-Claude Beaulieu; Jean-Marie Dufour; Lynda Khalaf
| Year of publication: |
2010
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|---|---|
| Authors: | Beaulieu, Marie-Claude ; Dufour, Jean-Marie ; Khalaf, Lynda |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 17.2010, 4, p. 763-782
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| Subject: | CAPM | Statistische Verteilung | Statistical distribution | Theorie | Theory | Statistischer Test | Statistical test | Schätzung | Estimation | Multivariate Analyse | Multivariate analysis | Kapitaleinkommen | Capital income |
| 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://ebvufind01.dmz1.zbw.eu/10009267245