Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models
Jean-Marie Dufour, Lynda Khalaf and Marie-Claude Beaulieu
| Year of publication: |
2003
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|---|---|
| Authors: | Dufour, Jean-Marie ; Khalaf, Lynda ; Beaulieu, Marie-Claude |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 65.2003, suppl, p. 891-906
|
| Subject: | CAPM | Statistischer Test | Statistical test | Theorie | Theory | Multiple Regression | Multiple regression |
| 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/10001860218