OPTIMAL DISTRIBUTION-FREE TESTS AND FURTHER EVIDENCE OF HETEROSCEDASTICITY IN THE MARKET MODEL - A COMMENT

• 成果类型: Note
• 署名作者: LEHMANN, B; WARGA, A
• 署名单位: National Bureau of Economic Research; University of California System; University of California Los Angeles
• 刊物名称: JOURNAL OF FINANCE
• ISSN/ISSBN: 0022-1082
• DOI: 10.2307/2327907
• 发表日期: 1985
• 页码: 603-605