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

Patricia Fraser, N. Groenewold

    Research output: Contribution to journalArticle

    12 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)427-449
    Number of pages22
    JournalJournal of Empirical Finance
    Volume8
    Issue number4
    DOIs
    Publication statusPublished - Sep 2001

    Cite this