Tests of asset-pricing models: how important is the iid-normal assumption

Patricia Fraser, N. Groenewold

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	427-449
Number of pages	22
Journal	Journal of Empirical Finance
Volume	8
Issue number	4
DOIs	https://doi.org/10.1016/S0927-5398(01)00035-4
Publication status	Published - Sept 2001

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@article{c600890ed68640e29148fd2a71579a7e,

title = "Tests of asset-pricing models: how important is the iid-normal assumption",

author = "Patricia Fraser and N. Groenewold",

year = "2001",

month = sep,

doi = "10.1016/S0927-5398(01)00035-4",

language = "English",

volume = "8",

pages = "427--449",

journal = "Journal of Empirical Finance",

issn = "0927-5398",

publisher = "Elsevier",

number = "4",

}