Theoretical Economics Letters

Vol.2 No.5(2012), Paper ID 25610, 3 pages

DOI:10.4236/tel.2012.25080

 

Some Exact Results for an Asset Pricing Test Based on the Average F Distribution

 

Soosung Hwang, Stephen E. Satchell

 

School of Economics, Sungkyunkwan University, Seoul, South Korea
Trinity College, University of Cambridge, Cambridge, UK

 

Copyright © 2012 Soosung Hwang, Stephen E. Satchell et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


S. Hwang and S. E. Satchell, "Some Exact Results for an Asset Pricing Test Based on the Average F Distribution," Theoretical Economics Letters, Vol. 2 No. 5, 2012, pp. 435-437. doi: 10.4236/tel.2012.25080.

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