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Mimicking portfolios, economic risk premia, and tests of multi-beta models
Balduzzi, Pierluigi; Robotti, Cesare - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 3, pp. 354-368
Persistent link: https://www.econbiz.de/10003754195
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Further results on the limiting distribution of GMM sample moment conditions
Gospodinov, Nikolaj; Kan, Raymond; Robotti, Cesare - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 4, pp. 494-504
Persistent link: https://www.econbiz.de/10009667053
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Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models
Balduzzi, Pierluigi; Robotti, Cesare - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 3, pp. 354-368
Persistent link: https://www.econbiz.de/10008220948
Cover Image
Further Results on the Limiting Distribution of GMM Sample Moment Conditions
Gospodinov, Nikolay; Kan, Raymond; Robotti, Cesare - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 4, pp. 494-505
Persistent link: https://www.econbiz.de/10010033527