Testing Linear Factor Pricing Models With Large Cross Sections: A Distribution-Free Approach
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/10256018808623883
Reference45 articles.
1. Nonnormalities and Tests of Asset Pricing Theories
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5. A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices
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