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  2. School of Management and Law
  3. Publikationen
  4. Publikationen School of Management and Law
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dc.contributor.authorGramespacher, Thomas-
dc.contributor.authorBänziger-Aiba, Armin-
dc.contributor.authorHilber, Norbert-
dc.date.accessioned2021-01-21T10:28:27Z-
dc.date.available2021-01-21T10:28:27Z-
dc.date.issued2020-
dc.identifier.isbn978-981-120-238-4de_CH
dc.identifier.isbn978-981-120-240-7de_CH
dc.identifier.urihttps://digitalcollection.zhaw.ch/handle/11475/21354-
dc.language.isoende_CH
dc.publisherWorld Scientificde_CH
dc.relation.ispartofHandbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning : Volume IIIde_CH
dc.rightsLicence according to publishing contractde_CH
dc.subject.ddc332: Finanzwirtschaftde_CH
dc.titleCross-sectionally correlated measurement errors in two-pass regression tests of asset-pricing modelsde_CH
dc.typeBuchbeitragde_CH
dcterms.typeTextde_CH
zhaw.departementSchool of Management and Lawde_CH
zhaw.organisationalunitInstitut für Wealth & Asset Management (IWA)de_CH
zhaw.publisher.placeSingaporede_CH
dc.identifier.doi10.1142/11335de_CH
zhaw.funding.euNode_CH
zhaw.originated.zhawYesde_CH
zhaw.pages.end3489de_CH
zhaw.pages.start3465de_CH
zhaw.parentwork.editorLee, Cheng Few-
zhaw.parentwork.editorLee, John C-
zhaw.publication.statuspublishedVersionde_CH
zhaw.publication.reviewEditorial reviewde_CH
zhaw.author.additionalNode_CH
zhaw.display.portraitYesde_CH
Appears in collections:Publikationen School of Management and Law

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Gramespacher, T., Bänziger-Aiba, A., & Hilber, N. (2020). Cross-sectionally correlated measurement errors in two-pass regression tests of asset-pricing models. In C. F. Lee & J. C. Lee (Eds.), Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning : Volume III (pp. 3465–3489). World Scientific. https://doi.org/10.1142/11335
Gramespacher, T., Bänziger-Aiba, A. and Hilber, N. (2020) ‘Cross-sectionally correlated measurement errors in two-pass regression tests of asset-pricing models’, in C.F. Lee and J.C. Lee (eds) Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning : Volume III. Singapore: World Scientific, pp. 3465–3489. Available at: https://doi.org/10.1142/11335.
T. Gramespacher, A. Bänziger-Aiba, and N. Hilber, “Cross-sectionally correlated measurement errors in two-pass regression tests of asset-pricing models,” in Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning : Volume III, C. F. Lee and J. C. Lee, Eds. Singapore: World Scientific, 2020, pp. 3465–3489. doi: 10.1142/11335.
GRAMESPACHER, Thomas, Armin BÄNZIGER-AIBA und Norbert HILBER, 2020. Cross-sectionally correlated measurement errors in two-pass regression tests of asset-pricing models. In: Cheng Few LEE und John C LEE (Hrsg.), Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning : Volume III. Singapore: World Scientific. S. 3465–3489. ISBN 978-981-120-238-4
Gramespacher, Thomas, Armin Bänziger-Aiba, and Norbert Hilber. 2020. “Cross-Sectionally Correlated Measurement Errors in Two-Pass Regression Tests of Asset-Pricing Models.” In Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning : Volume III, edited by Cheng Few Lee and John C Lee, 3465–89. Singapore: World Scientific. https://doi.org/10.1142/11335.
Gramespacher, Thomas, et al. “Cross-Sectionally Correlated Measurement Errors in Two-Pass Regression Tests of Asset-Pricing Models.” Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning : Volume III, edited by Cheng Few Lee and John C Lee, World Scientific, 2020, pp. 3465–89, https://doi.org/10.1142/11335.


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