The robustness of asset pricing models : Coskewness and cokurtosis
Masakazu Ando, Jiro Hodoshima
| Year of publication: |
2006
|
|---|---|
| Authors: | Ando, Masakazu ; Hodoshima, Jiro |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 3.2006, 2, p. 133-146
|
| Subject: | CAPM | Robustes Verfahren | Robust statistics |
| 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/10003333930