Model comparison using the Hansen-Jagannathan distance
Raymond Kan; Cesare Robotti
| Year of publication: |
2009
|
|---|---|
| Authors: | Kan, Raymond ; Robotti, Cesare |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 22.2009, 9, p. 3449-3490
|
| Subject: | CAPM | Modellierung | Scientific modelling | Wirkungsanalyse | Impact assessment | Theorie | Theory |
| 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/10003885706