Efficient Semiparametric Estimation of the Fama–French Model and Extensions
| Year of publication: |
2012
|
|---|---|
| Authors: | Connor, Gregory ; Hagmann, Matthias ; Linton, Oliver |
| Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Verlagsorte], ISSN 0012-9682, ZDB-ID 1798x. - Vol. 80.2012, 2, p. 713-755
|