Improvement in finite sample properties of the Hansen–Jagannathan distance test
| Year of publication: |
2009
|
|---|---|
| Authors: | Ren, Yu ; Shimotsu, Katsumi |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 16.2009, 3, p. 483-506
|