Semiparametric estimation of a characteristic-based facto model of common stock returns
Gregory Connor and Oliver Linton
| Year of publication: |
Sept. 2006
|
|---|---|
| Other Persons: | Connor, Gregory (contributor) ; Linton, Oliver (contributor) |
| Publisher: |
London : LSE, STICERD |
| Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory |
freely available
| Extent: | Online-Ressource, 36 S., Text graph. Darst. |
|---|---|
| Series: | Econometrics papers. - London : [Verlag nicht ermittelbar], ZDB-ID 2185017-3. - Vol. 506 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003375920