Power enhancement for testing multi-factor asset pricing models via Fisher's method

From MaRDI portal
Publication:6150526

DOI10.1016/j.jeconom.2023.05.004MaRDI QIDQ6150526

Xiufan Yu, Lingzhou Xue, Jiawei Yao

Publication date: 6 March 2024

Published in: Journal of Econometrics (Search for Journal in Brave)






Cites Work


This page was built for publication: Power enhancement for testing multi-factor asset pricing models via Fisher's method