Nonparametric specification testing of conditional asset pricing models
Francisco Peñaranda, Juan M. Rodríguez-Poo, and Stefan Sperlich
| Year of publication: |
2022
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|---|---|
| Authors: | Peñaranda, Francisco ; Rodríguez Poo, Juan Manuel ; Sperlich, Stefan |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 40.2022, 4, p. 1455-1469
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| Subject: | Adaptive testing | Bootstrap methods | Conditional asset pricing model | Specification test | CAPM | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Statistischer Test | Statistical test | Nichtparametrisches Verfahren | Nonparametric statistics | Statistische Methodenlehre | Statistical theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2021.1933500 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013539794