Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models
Year of publication: |
2014
|
---|---|
Authors: | Jin, Sainan |
Other Persons: | Su, Liangjun (contributor) ; Zhang, Yonghui (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | CAPM | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Kapitalmarkttheorie | Financial economics |
Extent: | 1 Online-Ressource (30 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 18, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2417582 [DOI] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C33 - Models with Panel Data ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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