Chi-squared tests for evaluation and comparison of asset pricing models
type: Item
instance of: scholarly article
title: Chi-squared tests for evaluation and comparison of asset pricing models
zbMATH Open document ID: 1443.62451
author: Nikolay Gospodinov
author: Cesare Robotti
author: Raymond Kan
published in: Journal of Econometrics
publication date: 2017-05-12T00:00:00Z
full work available at URL: http://hdl.handle.net/10419/70695
full work available at URL: S0304407612002485
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6714825
zbMATH Keywords: asset pricing models
zbMATH Keywords: Hansen-Jagannathan distance
zbMATH Keywords: model selection
zbMATH Keywords: model misspecification
describes a project that uses: nlmdl
MaRDI profile type: Publication
OpenAlex ID: W1511142169
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DOI: 10.1016/J.JECONOM.2012.11.002
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description: scientific article; zbMATH DE number 6714825