SDF-based estimation of linear factor models with alternative loss functions
In̄aki R. Longarela
| Year of publication: |
2013
|
|---|---|
| Authors: | Rodríguez Longarela, Iñaki |
| Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7130, ZDB-ID 2550152-5. - Vol. 3.2013, 2, p. 137-178
|
| Subject: | Schätztheorie | Estimation theory | Faktorenanalyse | Factor analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010359642