Gaspar, Raquel M. - Economics Institute for Research (SIR), … - 2004
,
Stockholm School of Economics,
P.O.Box 6501,
SE-113 83 Stockholm, SWEDEN
raquel.gaspar@hhs.se
SSE/EFI Working paper Series in … Economics and Finance
No 559
March 2004
Abstract
For finite dimensional factor models, the paper studies general quadratic term …