Model comparison using the Hansen-Jagannathan distance
Year of publication: |
2009
|
---|---|
Authors: | Kan, Raymond ; Robotti, Cesare |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 22.2009, 9, p. 3449-3490
|
Subject: | CAPM | Modellierung | Scientific modelling | Wirkungsanalyse | Impact assessment | Theorie | Theory |
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