Some exact results for an asset pricing test based on the average F distribution
Year of publication: |
2012
|
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Authors: | Hwang, Soosung ; Satchell, Stephen |
Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 2.2012, 5, p. 435-437
|
Subject: | CAPM | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
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