Title of article
Tests of asset-pricing models: how important is the iid-normal assumption?
Author/Authors
Nicolaas Groenewold، نويسنده , , Patricia Fraser، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2001
Pages
23
From page
427
To page
449
Keywords
Iid-normal , Asset-pricing models , J test , Bootstrap , CAPM
Journal title
Journal of Empirical Finance
Serial Year
2001
Journal title
Journal of Empirical Finance
Record number
130697
Link To Document