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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Multivariate tests of mean-variance efficiency and spanning with a large number of assets and time-varying covariances
Gungor, Sermin
;
Luger, Richard
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 161-175
Persistent link: https://www.econbiz.de/10011691256
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2
Testing linear factor pricing models with large cross sections : a distribution-free approach
Gungor, Sermin
;
Luger, Richard
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
1
,
pp. 66-77
Persistent link: https://www.econbiz.de/10009715078
Saved in:
3
Testing Linear Factor Pricing Models With Large Cross Sections: A Distribution-Free Approach
Gungor, Sermin
;
Luger, Richard
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
1
,
pp. 66-77
Persistent link: https://www.econbiz.de/10010070371
Saved in:
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