搜索结果: 1-1 共查到“微观经济学 Hansen-Jagannathan distance”相关记录1条 . 查询时间(0.073 秒)
Improvement in Finite Sample Properties of the Hansen-Jagannathan Distance Test
Covariance matrix estimation Factor models Finite sample properties Hansen-Jagannathan distance Shrinkage method
2011/4/2
Jagannathan and Wang (1996) derive the asymptotic distribution of the Hansen-Jagannathan distance (HJ-distance) proposed by Hansen and Jagannathan (1997), and develop a specification test of asset pri...