Chi-squared tests for evaluation and comparison of asset pricing models (Q528174)

From MaRDI portal
Revision as of 03:34, 9 December 2024 by Import241208021249 (talk | contribs) (Normalize DOI.)
scientific article
Language Label Description Also known as
English
Chi-squared tests for evaluation and comparison of asset pricing models
scientific article

    Statements

    Chi-squared tests for evaluation and comparison of asset pricing models (English)
    0 references
    0 references
    0 references
    0 references
    12 May 2017
    0 references
    asset pricing models
    0 references
    Hansen-Jagannathan distance
    0 references
    model selection
    0 references
    model misspecification
    0 references
    0 references

    Identifiers