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The time-varying coefficient Fama - French five factor model : a case study in the return of Japan portfolios
Asama Liammukda
;
Manad Khamkong
;
Lampang Saenchan
; …
- In:
Journal of Asian finance, economics and business : JAFEB
7
(
2020
)
10
,
pp. 513-521
Persistent link: https://www.econbiz.de/10012671431
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