Efficient Semiparametric Estimation of the Fama–French Model and Extensions
| Year of publication: |
2012
|
|---|---|
| Authors: | Connor, Gregory ; Hagmann, Matthias ; Linton, Oliver |
| Published in: |
Econometrica. - Econometric Society. - Vol. 80.2012, 2, p. 713-754
|
| Publisher: |
Econometric Society |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010535121