Testing Asset Pricing Models With Coskewness
Year of publication: |
2004
|
---|---|
Authors: | Adesi, Giovanni Barone ; Gagliardini, Patrick ; Urga, Giovanni |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 22.2004, 4, p. 474-485
|
Saved in:
Saved in favorites
Similar items by person
-
Testing Asset Pricing Model with Coskweness
Urga, Giovanni, (2004)
-
Testing Asset Pricing Models With Coskewness
Adesi, Giovanni Barone, (2004)
-
Robust GMM Tests for Structural Breaks
Gagliardini, Patrick, (2003)
- More ...