Asset pricing models, specification search, and stability analysis (Q5953181)
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 1691170
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asset pricing models, specification search, and stability analysis |
scientific article; zbMATH DE number 1691170 |
Statements
Asset pricing models, specification search, and stability analysis (English)
0 references
14 January 2002
0 references
asset pricing
0 references
specification search
0 references
moving-window tests
0 references
statistical significance
0 references
stability analysis
0 references
Brownian motion
0 references
Monte Carlo simulations
0 references
0.7379893064498901
0 references
0.7204573750495911
0 references
0.7093373537063599
0 references
0.7079064846038818
0 references
