Asset pricing models, specification search, and stability analysis (Q5953181)
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scientific article; zbMATH DE number 1691170
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset pricing models, specification search, and stability analysis |
scientific article; zbMATH DE number 1691170 |
Statements
Asset pricing models, specification search, and stability analysis (English)
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14 January 2002
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asset pricing
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specification search
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moving-window tests
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statistical significance
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stability analysis
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Brownian motion
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Monte Carlo simulations
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