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A misspecification test for the higher order co-moments of the factor model

(2019) Statistics. p.1-18
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Keywords
Statistics, Probability and Uncertainty, Statistics and Probability

Citation

Please use this url to cite or link to this publication:

Chicago
Lu, Wanbo, Dong Yang, and Kris Boudt. 2019. “A Misspecification Test for the Higher Order Co-moments of the Factor Model.” Statistics: 1–18.
APA
Lu, W., Yang, D., & Boudt, K. (2019). A misspecification test for the higher order co-moments of the factor model. Statistics, 1–18.
Vancouver
1.
Lu W, Yang D, Boudt K. A misspecification test for the higher order co-moments of the factor model. Statistics. Informa UK Limited; 2019;1–18.
MLA
Lu, Wanbo, Dong Yang, and Kris Boudt. “A Misspecification Test for the Higher Order Co-moments of the Factor Model.” Statistics (2019): 1–18. Print.
@article{8600236,
  author       = {Lu, Wanbo and Yang, Dong and Boudt, Kris},
  issn         = {0233-1888},
  journal      = {Statistics},
  pages        = {1--18},
  publisher    = {Informa UK Limited},
  title        = {A misspecification test for the higher order co-moments of the factor model},
  url          = {http://dx.doi.org/10.1080/02331888.2019.1566907},
  year         = {2019},
}

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