Return distributions and improved tests of asset pricing models
Year of publication: |
2003
|
---|---|
Authors: | Vorkink, Keith |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 16.2003, 3, p. 845-874
|
Subject: | CAPM | Schätzung | Estimation | USA | United States | Kleinste-Quadrate-Methode | Least squares method | Momentenmethode | Method of moments | 1963-1995 |
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