Comment on: identification robust testing of risk premia in finite samples

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nbac012.pdf (178.31 KB)

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Author(s)

Zaffaroni, Paolo

Type

Journal Article

Date Issued

2023-04-01

Date Acceptance

2022-05-01

Citation

Journal of Financial Econometrics, 2023, 21 (2), pp.303-305

URI

http://hdl.handle.net/10044/1/97892

URL

https://academic.oup.com/jfec/advance-article/doi/10.1093/jjfinec/nbac012/6588148

DOI

https://www.dx.doi.org/10.1093/jjfinec/nbac012

ISSN

1479-8409

Publisher

Oxford University Press

Start Page

303

End Page

305

Journal / Book Title

Journal of Financial Econometrics

Volume

21

Issue

2

Copyright Statement

© The Author(s) 2022. Published by Oxford University Press.
This is an Open Access article distributed under the terms of the Creative Commons Attribution License (https://creativecom-
mons.org/licenses/by/4.0/), which permits unrestricted reuse, distribution, and reproduction in any medium, provided the original work is properly cited.

License URL

https://creativecommons.org/licenses/by/4.0/

Identifier

http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000797991100001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202

Subjects

Business & Economics

Business, Finance

Economics

Social Sciences

Publication Status

Published

Date Publish Online

2022-05-19