Testing conditional factor models (2012)
Attributed to:
The Centre for Microdata Methods and Practice (CEMMAP)
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1016/j.jfineco.2012.04.008
Publication URI: http://dx.doi.org/10.1016/j.jfineco.2012.04.008
Type: Journal Article/Review
Parent Publication: Journal of Financial Economics
Issue: 1