Testing linear factor pricing models with large cross-sections : a distribution-free approach / by Sermin Gungor and Richard Luger. : FB3-2/110-36E-PDF
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Department/Agency | Bank of Canada. |
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Title | Testing linear factor pricing models with large cross-sections : a distribution-free approach / by Sermin Gungor and Richard Luger. |
Series title | Bank of Canada working paper1701-93972010-36 |
Publication type | Series - View Master Record |
Language | [English] |
Format | Electronic |
Electronic document | |
Note(s) | (Résumé en français) |
Publishing information | Ottawa - Ontario : Bank of Canada December 2010. |
Description | 59p.graphs, references, tables |
ISSN | 1701-9397 |
Catalogue number |
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