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The anomaly of size : does it really matter?
Dobbs, Ian M., (1999)
Implementing statistical criteria to select return forecasting models : what do we learn?
Bossaerts, Peter L., (1999)
Asset trading volume with dynamically complete markets and heterogenous agents
Judd, Kenneth L., (2000)
Asymptotic Variance Approximations for Invariant Estimators in Uncertain Asset-Pricing Models
Gospodinov, Nikolaj, (2017)
On the Hansen-Jagannathan Distance with a No-Arbitrage Constraint
Gospodinov, Nikolaj, (2014)
Model Comparison Using the Hansen-Jagannathan Distance
Kan, Raymond, (2010)