Finite sample properties of the generalized method of moments in tests of conditional asset pricing models
| Year of publication: |
1994
|
|---|---|
| Authors: | Ferson, Wayne E. ; Foerster, Stephen R. |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 36.1994, 1, p. 29-55
|
| Publisher: |
Elsevier |