Publication type: Book part
Type of review: Editorial review
Title: Cross-sectionally correlated measurement errors in two-pass regression tests of asset-pricing models
Authors: Gramespacher, Thomas
Bänziger-Aiba, Armin
Hilber, Norbert
et. al: No
DOI: 10.1142/11335
Published in: Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning : Volume III
Editors of the parent work: Lee, Cheng Few
Lee, John C
Pages: 3465
Pages to: 3489
Issue Date: 2020
Publisher / Ed. Institution: World Scientific
Publisher / Ed. Institution: Singapore
ISBN: 978-981-120-238-4
978-981-120-240-7
Language: English
Subject (DDC): 332: Financial economics
URI: https://digitalcollection.zhaw.ch/handle/11475/21354
Fulltext version: Published version
License (according to publishing contract): Licence according to publishing contract
Departement: School of Management and Law
Organisational Unit: Institute of Wealth & Asset Management (IWA)
Appears in collections:Publikationen School of Management and Law

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