Work

Statistical tests of contingent-claims asset-pricing models

Year: 1986

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/0304-405x(86)90009-7

Author: Andrew W. Lo

Institution: University of Pennsylvania

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1521991828

FWCI: 2.032

Cites: 40

Cited by: 64

Related to: 10