Posterior, predictive, and utility-based approaches to testing the arbitrage pricing theory
| Year of publication: |
1990
|
|---|---|
| Authors: | McCulloch, Robert ; Rossi, Peter E. |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 28.1990, 1-2, p. 7-38
|
| Publisher: |
Elsevier |