On the robustness of higher-moment factors in explaining average expected returns : evidence from Australia
Minh Phuong Doan, Chien-Ting Lin
| Year of publication: |
2012
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|---|---|
| Authors: | Doan, Minh-Phuong ; Lin, Chien-ting |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 26.2012, 1, p. 67-78
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| Subject: | Systematic skewness | Systematic kurtosis | Errors-in-variables | Higher moment estimators | Australien | Australia | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory | CAPM | Schätzung | Estimation | Statistische Verteilung | Statistical distribution |
| 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/10009384360