Misspecification-Robust Inference in Linear Asset-Pricing Models with Irrelevant Risk Factors.
Autor: | Gospodinov, Nikolay1, Kan, Raymond2, Robotti, Cesare3 |
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Zdroj: | Review of Financial Studies. Jul2014, Vol. 27 Issue 7, p2139-2170. 32p. |
Databáze: | Business Source Ultimate |
Externí odkaz: |