Nonparametric specification testing of conditional asset pricing models
Year of publication: |
2022
|
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Authors: | Peñaranda, Francisco ; Rodríguez Poo, Juan Manuel ; Sperlich, Stefan |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 40.2022, 4, p. 1455-1469
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Subject: | Adaptive testing | Bootstrap methods | Conditional asset pricing model | Specification test | CAPM | Theorie | Theory | Statistischer Test | Statistical test | Bootstrap-Verfahren | Bootstrap approach |
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