Factor models for asset returns based on transformed factors
10.1016/j.jeconom.2018.09.001
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sg-nus-scholar.10635-1550642024-04-03T05:49:05Z Factor models for asset returns based on transformed factors Li, J Zhang, W Kong, E STATISTICS & APPLIED PROBABILITY stat.ME stat.ME 10.1016/j.jeconom.2018.09.001 Journal of Econometrics 207 2 432-448 2019-06-03T04:46:13Z 2019-06-03T04:46:13Z 2018-12-01 2019-06-03T03:48:14Z Article Li, J, Zhang, W, Kong, E (2018-12-01). Factor models for asset returns based on transformed factors. Journal of Econometrics 207 (2) : 432-448. ScholarBank@NUS Repository. https://doi.org/10.1016/j.jeconom.2018.09.001 0304-4076 1872-6895 https://scholarbank.nus.edu.sg/handle/10635/155064 Elsevier BV Elements |
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NUS Library |
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Asia |
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Singapore Singapore |
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ScholarBank@NUS |
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stat.ME stat.ME |
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stat.ME stat.ME Li, J Zhang, W Kong, E Factor models for asset returns based on transformed factors |
| description |
10.1016/j.jeconom.2018.09.001 |
| author2 |
STATISTICS & APPLIED PROBABILITY |
| author_facet |
STATISTICS & APPLIED PROBABILITY Li, J Zhang, W Kong, E |
| format |
Article |
| author |
Li, J Zhang, W Kong, E |
| author_sort |
Li, J |
| title |
Factor models for asset returns based on transformed factors |
| title_short |
Factor models for asset returns based on transformed factors |
| title_full |
Factor models for asset returns based on transformed factors |
| title_fullStr |
Factor models for asset returns based on transformed factors |
| title_full_unstemmed |
Factor models for asset returns based on transformed factors |
| title_sort |
factor models for asset returns based on transformed factors |
| publisher |
Elsevier BV |
| publishDate |
2019 |
| url |
https://scholarbank.nus.edu.sg/handle/10635/155064 |
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