Chi-squared tests for evaluation and comparison of asset pricing models
Nikolay Gospodinov; Raymond Kan; Cesare Robotti
| Year of publication: |
2013
|
|---|---|
| Authors: | Gospodinov, Nikolaj ; Kan, Raymond ; Robotti, Cesare |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 173.2013, 1, p. 108-125
|
| Subject: | Theorie | Theory | 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/10009719628