Extent:
application/pdf
Series:
Type of publication: Book / Working Paper
Notes:
AP published as Raymond Kan & Cesare Robotti & Jay Shanken, 2013. "Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology," Journal of Finance, American Finance Association, vol. 68(6), pages 2617-2649, December. Number 15047
Classification: C1 - Econometric and Statistical Methods: General ; C12 - Hypothesis Testing ; C13 - Estimation ; C4 - Econometric and Statistical Methods: Special Topics ; C52 - Model Evaluation and Testing ; G12 - Asset Pricing
Source:
Persistent link: https://www.econbiz.de/10005025630