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Estimating Turkish stock market returns with APT model : cointegration and vector error correction
Alp, Ozge Sezgin, (2016)
Modèles d'évaluation des actifs financiers dans les marchés boursiers en émergence : identification des facteurs de risque et tests de changement structurel
Garcia, René, (1998)
Chapter 3. Estimation of large dimensional conditional factor models in finance
Gagliardini, Patrick, (2020)
On the dynamic specification of international asset pricing models
Kichian, Maral, (1995)
Econometric methods for derivative securities and risk management
Garcia, René, (2000)
The econometrics of option pricing
Garcia, René, (2010)