Testing for monotonicity in expected asset returns
Joseph P. Romano; Michael Wolf
| Year of publication: |
2013
|
|---|---|
| Authors: | Romano, Joseph P. ; Wolf, Michael |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 23.2013, p. 93-116
|
| Subject: | Bootstrap | CAPM | Monotonicity tests | Non-monotonic relations | Bootstrap-Verfahren | Bootstrap approach | Statistischer Test | Statistical test | Kapitaleinkommen | Capital income | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10010221769