Chi-squared tests for evaluation and comparison of asset pricing models (Q528174)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6714825
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Chi-squared tests for evaluation and comparison of asset pricing models |
scientific article; zbMATH DE number 6714825 |
Statements
Chi-squared tests for evaluation and comparison of asset pricing models (English)
0 references
12 May 2017
0 references
asset pricing models
0 references
Hansen-Jagannathan distance
0 references
model selection
0 references
model misspecification
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8670602
0 references
0.8563279
0 references
0.85129267
0 references
0 references
0.8432479
0 references
0.83849365
0 references
