Pages that link to "Item:Q3112459"
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The following pages link to Evaluation of Asset Pricing Models Using Two-Pass Cross-Sectional Regressions (Q3112459):
Displaying 4 items.
- Chi-squared tests for evaluation and comparison of asset pricing models (Q528174) (← links)
- Identification and inference in two-pass asset pricing models (Q1656372) (← links)
- Cross-Sectionally Correlated Measurement Errors in Two-Pass Regression Tests of Asset-Pricing Models (Q5139535) (← links)
- Score-driven asset pricing: predicting time-varying risk premia based on cross-sectional model performance (Q6090598) (← links)