A comparison of factor models in China
Jinzhe Wang, Yifeng Zhu
| Year of publication: |
2024
|
|---|---|
| Authors: | Wang, Jinzhe ; Zhu, Yifeng |
| Subject: | Chinese stock market | Factor models | IPCA model | Model evaluation | China | Faktorenanalyse | Factor analysis | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2024.101548 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015179566