Evaluation of Asset Pricing Models Using Two-Pass Cross-Sectional Regressions
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Publication:3112459
DOI10.1007/978-3-642-17254-0_9zbMath1229.91359MaRDI QIDQ3112459
Publication date: 10 January 2012
Published in: Handbook of Computational Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-17254-0_9
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G70: Statistical methods; risk measures
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