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An EM algorithm for conditionally heteroscedastic factor models
Dēmos, Antōnēs A., (1998)
An examination of alternative factor models in UK stock returns
Fletcher, Jonathan, (2001)
Arbitrage and the evaluation of linear factor models in UK stock returns
Fletcher, Jonathan, (2010)
An examination of alternative CAPM-based models in UK stock returns
Fletcher, Jonathan, (2005)
An empirical examination of the capital asset : pricing model applied to UK stock returns
Fletcher, Jonathan, (1999)