Journal of finance. 1997;52(2):591-607. doi: 10.1111/j.1540-6261.1997.tb04814.x Q19.52025

Assessing Goodness-of-Fit of Asset Pricing Models: The Distribution of the Maximal R2

DOI: 10.1111/j.1540-6261.1997.tb04814.x

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