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Testing linear factor pricing models with large cross-sections : a distribution-free approach / by Sermin Gungor and Richard Luger.FB3-2/110-36E-PDF

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.568961&sl=0

Publication information
Department/Agency
  • Bank of Canada.
TitleTesting linear factor pricing models with large cross-sections : a distribution-free approach / by Sermin Gungor and Richard Luger.
Series title
  • Bank of Canada working paper 1701-9397 2010-36
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Note(s)
  • (Résumé en français)
Publishing information
  • Ottawa - Ontario : Bank of Canada December 2010.
Description59p.graphs, references, tables
ISSN1701-9397
Catalogue number
  • FB3-2/110-36E-PDF
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