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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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