Factor models for asset returns based on transformed factors
10.1016/j.jeconom.2018.09.001
Saved in:
| Main Authors: | , , |
|---|---|
| Other Authors: | |
| Format: | Article |
| Published: |
Elsevier BV
2019
|
| Subjects: | |
| Online Access: | https://scholarbank.nus.edu.sg/handle/10635/155064 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | National University of Singapore |
Be the first to leave a comment!