Title of article
Small sample properties of the GMM specification test based on the Hansen–Jagannathan distance
Author/Authors
Seung C. Ahn، نويسنده , , Christopher Gadarowski، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2004
Pages
24
From page
109
To page
132
Keywords
Generalized Method of Moments , Empirical p-value , Pricing error , Hansen-Jagannathan distance , finite sample properties
Journal title
Journal of Empirical Finance
Serial Year
2004
Journal title
Journal of Empirical Finance
Record number
130760
Link To Document