Testing linear factor models on individual stocks using the average F-test
Year of publication: |
2014
|
---|---|
Authors: | Hwang, Soosung ; Satchell, Stephen |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 20.2014, 4/6, p. 463-498
|
Subject: | F-test | linear factor model | average F-test | Panel | Panel study | Induktive Statistik | Statistical inference | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | USA | United States | Theorie | Theory | Statistische Methodenlehre | Statistical theory |
-
Non-asymptotic inference in a class of optimization problems
Horowitz, Joel, (2019)
-
The misuse of the Vuong test for non-nested models to test for zero-inflation
Wilson, Paul, (2015)
-
Goedemé, Tim, (2013)
- More ...
-
Modelling emerging market risk premia using higher moments
Hwang, Soosung, (1998)
-
An integrated risk measure with application to UK asset allocation
Damant, David C., (1997)
-
Hwang, Soosung, (2007)
- More ...