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  • Search: subject:"Multilevel asset pricing models"
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CAPM 1 Canonical correlation difference 1 Correlation 1 Estimation theory 1 Factor analysis 1 Faktorenanalyse 1 Korrelation 1 Modified canonical correlations 1 Multilevel asset pricing models 1 Multilevel factor models 1 Principal components 1 Schätztheorie 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Choi, In 1 Lin, Rui 1 Shin, Yongcheol 1
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Journal of econometrics 1
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Canonical correlation-based model selection for the multilevel factors
Choi, In; Lin, Rui; Shin, Yongcheol - In: Journal of econometrics 233 (2023) 1, pp. 22-44
Persistent link: https://www.econbiz.de/10014340924
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