Violation of the IID-Normal Assumption: Effects on Tests of Asset-Pricing Models Using Australian Data

Patricia Fraser, N. Groenewold

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

Original language	English
Pages (from-to)	491-510
Number of pages	19
Journal	International Review of Financial Analysis
Volume	11
Issue number	4
Publication status	Published - 2002

Cite this

@article{bbd891ac7dd84d20b5cfd4549820334d,

title = "Violation of the IID-Normal Assumption: Effects on Tests of Asset-Pricing Models Using Australian Data",

author = "Patricia Fraser and N. Groenewold",

year = "2002",

language = "English",

volume = "11",

pages = "491--510",

journal = "International Review of Financial Analysis",

issn = "1057-5219",

publisher = "Elsevier Inc.",

number = "4",

}