Testing asset pricing models with coskewness
Year of publication: |
2004
|
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Authors: | Barone-Adesi, Giovanni ; 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 876122-X. - Vol. 22.2004, 4, p. 474-485
|
Subject: | CAPM | Aktienmarkt | Stock market | Schätzung | Estimation | USA | United States | Momentenmethode | Method of moments |
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