EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Alpha tests"
Narrow search

Narrow search

Year of publication
Subject
All
Alpha tests 1 C-alpha tests 1 CAPM 1 Conditional factor model 1 Estimation 1 Estimation theory 1 Factor analysis 1 Faktorenanalyse 1 High dimensionality 1 Monte Carlo tests 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Portfolio selection 1 Portfolio-Management 1 Schätztheorie 1 Schätzung 1 Sparse alternatives 1 Spline estimator 1 Statistical test 1 Statistischer Test 1 exact tests 1 method-of-moments 1 stochastic volatility model 1
more ... less ...
Online availability
All
Free 1 Undetermined 1
Type of publication
All
Article 1 Book / Working Paper 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 2
Author
All
Bao, Jigang 1 Feng, Long 1 Ma, Huifang 1 VALERY, Pascale 1 Wang, Zhaojun 1
Institution
All
Econometric Society 1
Published in...
All
Econometric Society 2004 North American Summer Meetings 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1
Source
All
ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
Cover Image
Adaptive testing for alphas in conditional factor models with high dimensional assets
Ma, Huifang; Feng, Long; Wang, Zhaojun; Bao, Jigang - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 4, pp. 1356-1366
Persistent link: https://www.econbiz.de/10015533794
Saved in:
Cover Image
A simple estimation method and finite-sample inference for a stochastic volatility model
VALERY, Pascale - Econometric Society - 2004
The aim of the paper is to fulfill the gap for testing hypotheses on parameters of the log-normal stochastic volatility model, more precisely, to propose finite sample exact tests in the sense that the tests have correct levels in small samples. To do this, we examine method-of-moments-based...
Persistent link: https://www.econbiz.de/10005130214
Saved in:
A service of the
zbw
FAQ-Assistent (beta)
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...