Finite sample properties of the generalized method of...

Finite sample properties of the generalized method of moments in tests of conditional asset pricing models

Wayne E. Ferson, Stephen R. Foerster
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Volume:
36
Year:
1994
Language:
english
Pages:
27
DOI:
10.1016/0304-405x(94)90029-9
File:
PDF, 1.80 MB
english, 1994
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