Some exact results for an asset pricing test based on the average F distribution
Soosung Hwang; Stephen E. Satchell
| Year of publication: |
2012
|
|---|---|
| Authors: | Hwang, Soosung ; Satchell, Stephen |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 2.2012, 5, p. 435-437
|
| Subject: | CAPM | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
| 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/10009746710