Tests of asset-pricing models: how important is the iid-normal assumption?

✍ Scribed by Nicolaas Groenewold; Patricia Fraser

• Book ID: 117628120
• Publisher: Elsevier Science
• Year: 2001
• Tongue: English
• Weight: 127 KB
• Volume: 8
• Category: Article
• ISSN: 0927-5398
• DOI: 10.1016/s0927-5398(01)00035-4