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~subject:"Conditional asset pricing model"
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Conditional asset pricing model
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Nonparametric specification testing of conditional asset pricing models
Peñaranda, Francisco
;
Rodríguez Poo, Juan Manuel
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1455-1469
Persistent link: https://www.econbiz.de/10013539794
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Linear approximations and tests of conditional pricing models
Brandt, Michael W.
;
Chapman, David A.
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
2
,
pp. 455-489
Persistent link: https://www.econbiz.de/10011990803
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