Chi-squared tests for evaluation and comparison of asset pricing models (Q528174)
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scientific article; zbMATH DE number 6714825
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Chi-squared tests for evaluation and comparison of asset pricing models |
scientific article; zbMATH DE number 6714825 |
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Chi-squared tests for evaluation and comparison of asset pricing models (English)
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12 May 2017
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asset pricing models
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Hansen-Jagannathan distance
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model selection
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model misspecification
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0.8563279
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0.85129267
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0.8432479
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0.83849365
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