Improvement in finite sample properties of the Hansen–Jagannathan distance test

Journal of Empirical Finance - Tập 16 - Trang 483-506 - 2009
Yu Ren1, Katsumi Shimotsu2
1Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, Fujian, 361005 China
2Department of Economics, Queen's University Kingston, Ontario, Canada K7L 3N6

Tài liệu tham khảo

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