Pages that link to "Item:Q528066"
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The following pages link to Assessing misspecified asset pricing models with empirical likelihood estimators (Q528066):
Displaying 12 items.
- Semi-parametric estimation of American option prices (Q528168) (← links)
- Chi-squared tests for evaluation and comparison of asset pricing models (Q528174) (← links)
- Portfolio optimization based on stochastic dominance and empirical likelihood (Q1668578) (← links)
- Capital asset pricing models revisited: evidence from errors in variables (Q1934082) (← links)
- Robust estimation with exponentially tilted Hellinger distance (Q2236869) (← links)
- Nonparametric assessment of hedge fund performance (Q2294447) (← links)
- Generalized aggregation of misspecified models: with an application to asset pricing (Q2658796) (← links)
- Asset Pricing Specification Errors and Performance Evaluation (Q4503059) (← links)
- Risk Arbitrage Opportunities for Stock Index Options (Q4994145) (← links)
- Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators (Q5964752) (← links)
- Nonparametric Option Pricing with Generalized Entropic Estimators (Q6190730) (← links)
- Robust inference for moment condition models without rational expectations (Q6600028) (← links)