TESTING THE CONSUMPTION CAPM WITH HEAVY-TAILED PRICING ERRORS (Q4233480)
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scientific article; zbMATH DE number 1264547
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| English | TESTING THE CONSUMPTION CAPM WITH HEAVY-TAILED PRICING ERRORS |
scientific article; zbMATH DE number 1264547 |
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TESTING THE CONSUMPTION CAPM WITH HEAVY-TAILED PRICING ERRORS (English)
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21 July 1999
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jackknife
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capital asset pricing model
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central limit theorem
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heavy-tailed errors
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0.786583662033081
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0.7686138153076172
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0.7534794807434082
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0.7389698624610901
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