Chi-squared tests for evaluation and comparison of asset pricing models
Year of publication: |
2013
|
---|---|
Authors: | Gospodinov, Nikolaj ; Kan, Raymond ; Robotti, Cesare |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 173.2013, 1, p. 108-125
|
Subject: | Theorie | Theory | CAPM | Statistischer Test | Statistical test |
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