GMM estimation of the number of latent factors : with application to international stock markets
Year of publication: |
2010
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Authors: | Ahn, Seung Chan ; Perez, M. Fabricio |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 17.2010, 4, p. 783-802
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Subject: | Momentenmethode | Method of moments | Aktienmarkt | Stock market | Schätzung | Estimation | Welt | World | Schätztheorie | Estimation theory |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Corrigendum enth. in: Vol. 17.2010,5, S. 1006 |
Source: | ECONIS - Online Catalogue of the ZBW |
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