| Publication type: | Book part |
| Type of review: | Editorial review |
| Title: | Cross-sectionally correlated measurement errors in two-pass regression tests of asset-pricing models |
| Authors: | Gramespacher, Thomas Bänziger-Aiba, Armin Hilber, Norbert |
| et. al: | No |
| DOI: | 10.1142/11335 |
| Published in: | Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning : Volume III |
| Editors of the parent work: | Lee, Cheng Few Lee, John C |
| Page(s): | 3465 |
| Pages to: | 3489 |
| Issue Date: | 2020 |
| Publisher / Ed. Institution: | World Scientific |
| Publisher / Ed. Institution: | Singapore |
| ISBN: | 978-981-120-238-4 978-981-120-240-7 |
| Language: | English |
| Subject (DDC): | 332: Financial economics |
| URI: | https://digitalcollection.zhaw.ch/handle/11475/21354 |
| Fulltext version: | Published version |
| License (according to publishing contract): | Licence according to publishing contract |
| Departement: | School of Management and Law |
| Organisational Unit: | Institute of Wealth & Asset Management (IWA) |
| Appears in collections: | Publikationen School of Management and Law |
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Gramespacher, T., Bänziger-Aiba, A., & Hilber, N. (2020). Cross-sectionally correlated measurement errors in two-pass regression tests of asset-pricing models. In C. F. Lee & J. C. Lee (Eds.), Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning : Volume III (pp. 3465–3489). World Scientific. https://doi.org/10.1142/11335
Gramespacher, T., Bänziger-Aiba, A. and Hilber, N. (2020) ‘Cross-sectionally correlated measurement errors in two-pass regression tests of asset-pricing models’, in C.F. Lee and J.C. Lee (eds) Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning : Volume III. Singapore: World Scientific, pp. 3465–3489. Available at: https://doi.org/10.1142/11335.
T. Gramespacher, A. Bänziger-Aiba, and N. Hilber, “Cross-sectionally correlated measurement errors in two-pass regression tests of asset-pricing models,” in Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning : Volume III, C. F. Lee and J. C. Lee, Eds. Singapore: World Scientific, 2020, pp. 3465–3489. doi: 10.1142/11335.
GRAMESPACHER, Thomas, Armin BÄNZIGER-AIBA und Norbert HILBER, 2020. Cross-sectionally correlated measurement errors in two-pass regression tests of asset-pricing models. In: Cheng Few LEE und John C LEE (Hrsg.), Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning : Volume III. Singapore: World Scientific. S. 3465–3489. ISBN 978-981-120-238-4
Gramespacher, Thomas, Armin Bänziger-Aiba, and Norbert Hilber. 2020. “Cross-Sectionally Correlated Measurement Errors in Two-Pass Regression Tests of Asset-Pricing Models.” In Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning : Volume III, edited by Cheng Few Lee and John C Lee, 3465–89. Singapore: World Scientific. https://doi.org/10.1142/11335.
Gramespacher, Thomas, et al. “Cross-Sectionally Correlated Measurement Errors in Two-Pass Regression Tests of Asset-Pricing Models.” Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning : Volume III, edited by Cheng Few Lee and John C Lee, World Scientific, 2020, pp. 3465–89, https://doi.org/10.1142/11335.
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