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Sermin Gungor · Study

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Sermin Gungor

2 works· latest 2015· 1 institutionscluster: provisionalORCID 0000-0003-4941-9120

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i102

Citations41

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12

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Most cited in this library

Testing Linear Factor Pricing Models With Large Cross Sections: A Distribution-Free Approach2012 · 22 citations
Multivariate Tests of Mean-Variance Efficiency and Spanning With a Large Number of Assets and Time-Varying Covariances2015 · 19 citations

Works

2 shown

Multivariate Tests of Mean-Variance Efficiency and Spanning With a Large Number of Assets and Time-Varying Covariances

Journal of Business and Economic Statistics·2015·2 authors·Open access

19citations

Testing Linear Factor Pricing Models With Large Cross Sections: A Distribution-Free Approach

Journal of Business and Economic Statistics·2012·2 authors·Open access

22citations