TESTING THE CONSUMPTION CAPM WITH HEAVY-TAILED PRICING ERRORS (Q4233480)
From MaRDI portal
scientific article; zbMATH DE number 1264547
Language | Label | Description | Also known as |
---|---|---|---|
English | TESTING THE CONSUMPTION CAPM WITH HEAVY-TAILED PRICING ERRORS |
scientific article; zbMATH DE number 1264547 |
Statements
TESTING THE CONSUMPTION CAPM WITH HEAVY-TAILED PRICING ERRORS (English)
0 references
21 July 1999
0 references
jackknife
0 references
capital asset pricing model
0 references
central limit theorem
0 references
heavy-tailed errors
0 references