Empirical likelihood based nonparametric testing for CAPM (Q4593691)
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scientific article; zbMATH DE number 6811492
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Empirical likelihood based nonparametric testing for CAPM |
scientific article; zbMATH DE number 6811492 |
Statements
22 November 2017
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nonparametric testing
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capital asset pricing model
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goodness-of-fit test
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empirical likelihood
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0.8283988237380981
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0.7698694467544556
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0.7439298033714294
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0.7351453900337219
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0.7350000739097595
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