مرکز منطقه ای اطلاع رساني علوم و فناوري - Tests of asset-pricing models: how important is the iid-normal assumption?

Title of article :

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

Author/Authors :

Nicolaas Groenewold، نويسنده , , Patricia Fraser، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 2001

Pages :

From page :

427

To page :

449

Keywords :

Iid-normal , Asset-pricing models , J test , Bootstrap , CAPM

Journal title :

Journal of Empirical Finance

Serial Year :

2001

Journal title :

Journal of Empirical Finance

Record number :

130697

Link To Document :