Tests of asset pricing with time‐varying factor loads
| Year of publication: |
2019
|
|---|---|
| Authors: | Galvao, Antonio F. ; Montes‐Rojas, Gabriel ; Olmo, Jose |
| Published in: |
Journal of Applied Econometrics. - Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 34.2019, 5 (08.02.), p. 762-778
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Research data: | |
| Other identifiers: | 10.1002/jae.2687 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012082835