Pages that link to "Item:Q528174"
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The following pages link to Chi-squared tests for evaluation and comparison of asset pricing models (Q528174):
Displaying 12 items.
- Tests of risk premia in linear factor models (Q302111) (← links)
- Assessing misspecified asset pricing models with empirical likelihood estimators (Q528066) (← links)
- A new test on the conditional capital asset pricing model (Q904132) (← links)
- Finite sample multivariate tests of asset pricing models with coskewness (Q961393) (← links)
- Ex-post risk premia estimation and asset pricing tests using large cross sections: the regression-calibration approach (Q1753053) (← links)
- Generalized aggregation of misspecified models: with an application to asset pricing (Q2658796) (← links)
- Selected approaches for testing asset pricing models using Polish stock market data (Q2825668) (← links)
- A PRICING OPERATOR‐BASED TESTING FOUNDATION FOR A CLASS OF FACTOR PRICING MODELS (Q4372029) (← links)
- Filtering Returns for Unspecified Biases in Priors when Testing Asset Pricing Theory (Q4810824) (← links)
- Two-step combined nonparametric likelihood estimation of misspecified semiparametric models (Q4987551) (← links)
- Misspecified semiparametric model selection with weakly dependent observations (Q5095825) (← links)
- Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models (Q5862492) (← links)
