What does high-dimensional factor analysis tell us about risk factors in the Australian stock market?
| Year of publication: |
2013
|
|---|---|
| Authors: | Bowers, Colin T. ; Heaton, Chris |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Vol. 45.2013, 11 (1.4.), p. 1395-1404
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