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Efficient Semiparametric Estimation of the Fama–French Model and Extensions
Connor, Gregory
;
Hagmann, Matthias
;
Linton, Oliver
- In:
Econometrica
80
(
2012
)
2
,
pp. 713-754
Persistent link: https://www.econbiz.de/10010535121
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Working papers / University of Zurich, Swiss Banking Institute
Universität Zürich / Institut für Schweizerisches …
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Zürich : [Verlag nicht ermittelbar]
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Nr. 1.1994-Nr. 50 (April 2010) ; damit Erscheinen …
Persistent link: https://www.econbiz.de/10003202956
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