MULTIVARIATE TESTS OF FINANCIAL MODELS - A NEW APPROACH

[1] Anderson TW., 1958, INTRO MULTIVARIATE S

[2] CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J]. JOURNAL OF BUSINESS, 1972, 45 (03) : 444 - 455

[3] Black F., 1974, J FINANC ECON, V1, P1, DOI DOI 10.1016/0304-405X(74)90006-3

[4] Black Fischer., 1972, CAPITAL ASSET PRICIN, P79

[5] COMPARISON OF STABLE AND STUDENT DISTRIBUTIONS AS STATISTICAL MODELS FOR STOCK PRICES [J]. JOURNAL OF BUSINESS, 1974, 47 (02) : 244 - 280

[6] BRENNAN MJ, 1970, NATL TAX J, V23, P417

[7] MEASURING SECURITY PRICE PERFORMANCE [J]. JOURNAL OF FINANCIAL ECONOMICS, 1980, 8 (03) : 205 - 258

[8] DOUGLAS GW, 1969, YALE ECON ESSAYS, V9, P3

[9] NOTE ON MARKET MODEL AND 2-PARAMETER MODEL [J]. JOURNAL OF FINANCE, 1973, 28 (05) : 1181 - 1185

[10] RISK, RETURN, AND EQUILIBRIUM - EMPIRICAL TESTS [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 607 - 636

[1] Anderson TW., 1958, INTRO MULTIVARIATE S

[2] CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J]. JOURNAL OF BUSINESS, 1972, 45 (03) : 444 - 455

[3] Black F., 1974, J FINANC ECON, V1, P1, DOI DOI 10.1016/0304-405X(74)90006-3

[4] Black Fischer., 1972, CAPITAL ASSET PRICIN, P79

[5] COMPARISON OF STABLE AND STUDENT DISTRIBUTIONS AS STATISTICAL MODELS FOR STOCK PRICES [J]. JOURNAL OF BUSINESS, 1974, 47 (02) : 244 - 280

[6] BRENNAN MJ, 1970, NATL TAX J, V23, P417

[7] MEASURING SECURITY PRICE PERFORMANCE [J]. JOURNAL OF FINANCIAL ECONOMICS, 1980, 8 (03) : 205 - 258

[8] DOUGLAS GW, 1969, YALE ECON ESSAYS, V9, P3

[9] NOTE ON MARKET MODEL AND 2-PARAMETER MODEL [J]. JOURNAL OF FINANCE, 1973, 28 (05) : 1181 - 1185

[10] RISK, RETURN, AND EQUILIBRIUM - EMPIRICAL TESTS [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 607 - 636