Evaluating factor pricing models using high-frequency panels
Yoosoon Chang, Yongok Choi, Hwagyun Kim, Jonn Y. Park
| Year of publication: |
November 2016
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|---|---|
| Authors: | Chang, Yoosoon ; Choi, Yongok ; Kim, Hwagyun ; Park, Joon Y. |
| Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - New York, NY : Soc., ISSN 1759-7323, ZDB-ID 2530322-3. - Vol. 7.2016, 3, p. 889-933
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| Subject: | Panel | high frequency | time change | realized variance | Fama–French regression | Volatilität | Volatility | Panel study | Theorie | Theory | CAPM | Varianzanalyse | Analysis of variance | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3982/QE251 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011793568