Specification errors of asset-pricing models for a market characterized by few large capitalization firms
Year of publication: |
January 2016
|
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Authors: | Virk, Nader Shahzad ; Butt, Hilal Anwar |
Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 40.2016, 1, p. 68-84
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Subject: | specification errors | Unconditional CAPM | Scaling variables | SDF | Hansen and Jagannathan (1997) distance | Macro variables | CAPM | Schätzung | Estimation | Schätztheorie | Estimation theory | Modellierung | Scientific modelling |
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