A reduced rank regression approach to tests of asset pricing

Costa, Michele ; Gardini, Attilio ; Paruolo, Paolo (1992) A reduced rank regression approach to tests of asset pricing. Bologna, IT: Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum Università di Bologna, p. 31. DOI 10.6092/unibo/amsacta/2212. In: Quaderni di Dipartimento. Serie Ricerche ISSN 1973-9346.
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Monograph (Working Paper)
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Costa, Michele
Gardini, Attilio
Paruolo, Paolo
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ISSN
1973-9346
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23 Aug 2006
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16 May 2011 12:03
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