Semiparametric estimation of a characteristic-based factor model of common stock returns
Gregory Connor, Oliver Linton
| Year of publication: |
2007
|
|---|---|
| Authors: | Connor, Gregory ; Linton, Oliver |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 14.2007, 5, p. 694-717
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| Subject: | Arbitrage Pricing | Arbitrage pricing | Nichtparametrisches Verfahren | Nonparametric statistics |
| Extent: | graph. Darst. |
|---|---|
| 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/10003609986