Violation of the iid-normal Assumption: Effects on Tests of Asset-pricing Models using Australian Data

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	491-510
Journal	International Review of Financial Analysis
Volume	11
DOIs	https://doi.org/10.1016/S1057-5219(02)00066-2
Publication status	Published - 2002

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@article{9dada6a8a034466c93ed327b92a0efc0,

title = "Violation of the iid-normal Assumption: Effects on Tests of Asset-pricing Models using Australian Data",

author = "Nicolaas Groenewold and P. Fraser",

year = "2002",

doi = "10.1016/S1057-5219(02)00066-2",

language = "English",

volume = "11",

pages = "491--510",

journal = "International Review of Financial Analysis",

issn = "1057-5219",

publisher = "Elsevier",

}

TY - JOUR

T1 - Violation of the iid-normal Assumption: Effects on Tests of Asset-pricing Models using Australian Data

AU - Groenewold, Nicolaas

AU - Fraser, P.

PY - 2002

Y1 - 2002

U2 - 10.1016/S1057-5219(02)00066-2

DO - 10.1016/S1057-5219(02)00066-2

M3 - Article

SN - 1057-5219

VL - 11

SP - 491

EP - 510

JO - International Review of Financial Analysis

JF - International Review of Financial Analysis

ER -