Exact multivariate tests of asset pricing models with stable asymmetric distributions (Q3365822)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Exact multivariate tests of asset pricing models with stable asymmetric distributions |
scientific article; zbMATH DE number 5005914
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Exact multivariate tests of asset pricing models with stable asymmetric distributions |
scientific article; zbMATH DE number 5005914 |
Statements
13 February 2006
0 references
Monte Carlo test
0 references
nuisance parameter
0 references
0.8219465613365173
0 references
0.7928153276443481
0 references
0.787490725517273
0 references
0.786583662033081
0 references
