Nonparametric specification testing of conditional asset pricing models

Francisco Peñaranda, Juan M. Rodríguez-Poo, and Stefan Sperlich

Year of publication:	2022
Authors:	Peñaranda, Francisco ; Rodríguez Poo, Juan Manuel ; Sperlich, Stefan
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

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