A powerful Fisher combination test for high-dimensional factor pricing models against arbitrary alternatives

Econometrics and Statistics 2026

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Authors: Ping Zhao, Yue Ding, Jun Zhang (48506)
DOI: 10.1016/j.ecosta.2026.06.001
Cited by: 1
References: 30

Fields of Study & Subjects

Financial Risk and Volatility Modeling Stochastic processes and financial applications Complex Systems and Time Series Analysis

Publication details

Journal / source
Econometrics and Statistics
Publisher
Elsevier BV
Publication date
1 June 2026
Language
EN