Finite sample properties of the generalized method of moments in tests of conditional asset pricing models
Year of publication: |
1994
|
---|---|
Authors: | Ferson, Wayne E. |
Other Persons: | Foerster, Stephen Robert (contributor) |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 36.1994, 1, p. 29-55
|
Subject: | CAPM | Theorie | Theory | USA | United States |
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