Work

Assessing Misspecified Asset Pricing Models with Empirical Likelihood Estimators

Year: 2009

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1343422

Authors: Caio Almeida, René Garcia

Institutions: Princeton University, Toulouse School of Economics, Université de Montréal

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2007138186

Cites: 59

Cited by: 26

Related to: 10