Tests of asset-pricing models : how important is the IID-normal assumption?
By Nicolaas Groenewold and Patricia Fraser
| Year of publication: |
1998
|
|---|---|
| Authors: | Groenewold, Nicolaas ; Fraser, Patricia |
| Publisher: |
Nedlands, Western Australia |
| Subject: | CAPM | Kapitaleinkommen | Capital income | Schätzung | Estimation | Australien | Australia | 1973-1996 |
| Extent: | 28 S |
|---|---|
| Series: | Discussion paper / Department of Economics, The University of Western Australia. - Crawley, WA, ISSN 0811-6067, ZDB-ID 2116027-2. - Vol. 98,20 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | IID = Identically independently and normally distributed |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001367669