Identification robust testing in linear factor models
door Lingwei Kong
| Year of publication: |
2021
|
|---|---|
| Authors: | Kong, Lingwei |
| Publisher: |
[Amsterdam] : Rozenberg Publishers |
| Subject: | CAPM | Risikoprämie | Risk premium | Robustes Verfahren | Robust statistics | Modellierung | Scientific modelling | Theorie | Theory |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | vi, 162, iii Seiten Illustrationen |
|---|---|
| Series: | Tinbergen Institute research series. - Rotterdam : Rozenberg, ZDB-ID 1161359-2. - Vol. no. 771 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Dissertation, Universiteit van Amsterdam, 2021 |
| Notes: | Zusammenfassung auf Niederländisch |
| ISBN: | 978-90-361-0635-1 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012491497