Non-nested Tests of Asset Pricing Models
碩士 === 國立中央大學 === 財務金融研究所 === 97 === Many asset pricing models have been proposed to fit the asset returns in the literature, but few studies discuss the relative performance between them. Non-nested model specification tests provide the econometric tools to compare the performance of many models. O...
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| Format: | Others |
| Language: | en_US |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/v47488 |