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Search: subject:"GRS test"
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The predictive power of multi-factor asset pricing models : evidence from Pakistani banks
Salim, Muhammad
;
Hashmi, Muhammad Arsalan
;
Abdullah, A.
- In:
Journal of Asian finance, economics and business : JAFEB
8
(
2021
)
11
,
pp. 1-10
Persistent link: https://www.econbiz.de/10012670978
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2
Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu
;
Li, Yanglin
- In:
Economic modelling
124
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
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3
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:
4
Additional tests of multi-index asset pricing models : evidence from an emerging market
Danışoǧlu, Seza
- In:
Spanish journal of finance and accounting
46
(
2017
)
176
,
pp. 431-454
Persistent link: https://www.econbiz.de/10011786614
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