GMM Weighting Matrices in Cross-Sectional Asset Pricing Tests
Year of publication: |
2020
|
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Authors: | Laurinaityte, Nora |
Other Persons: | Meinerding, Christoph (contributor) ; Schlag, Christian (contributor) ; Thimme, Julian (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Momentenmethode | Method of moments | CAPM | Kapitaleinkommen | Capital income | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (58 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 14, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3073197 [DOI] |
Classification: | G00 - Financial Economics. General ; G12 - Asset Pricing ; C21 - Cross-Sectional Models; Spatial Models ; C13 - Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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