//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"repec"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"GRS test"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Fama–French three-factor model
1
GRS test
1
Romanian equity market
1
asset pricing
1
Online availability
All
Free
1
Type of publication
All
Article
1
Language
All
Undetermined
1
Author
All
ANGHEL, Andrei
1
DUMITRESCU, Dalina
1
TUDOR, Cristiana
1
Published in...
All
Journal for Economic Forecasting
1
Source
All
RePEc
ECONIS (ZBW)
3
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
MODELING PORTFOLIO RETURNS ON BUCHAREST STOCK EXCHANGE USING THE FAMA-FRENCH MULTIFACTOR MODEL
ANGHEL, Andrei
;
DUMITRESCU, Dalina
;
TUDOR, Cristiana
- In:
Journal for Economic Forecasting
(
2015
)
1
,
pp. 22-46
hypothesis that pricing errors are jointly equal to 0 cannot be rejected by the
GRS
test
statistics on the regressions intercepts …
Persistent link: https://www.econbiz.de/10011265553
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->