Search found 1 match
- Tue Nov 20, 2018 12:30 pm
- Forum: Looking for Code?
- Topic: Gibbons, Ross and Shanken (1989) test
- Replies: 3
- Views: 9975
Re: Gibbons, Ross and Shanken (1989) test
I am expecting to use Gibbons, Ross and Shanken (1989) test in order to test the efficiency of the Fama and French Five Factor (FF5) model. Although I have downloaded the previous attachment, I could not get the expected output as it shows an error at the end of the programme, So will you be able to...