Exponent of cross-sectional dependence for residuals (Q2297944): Difference between revisions
From MaRDI portal
Latest revision as of 21:03, 21 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Exponent of cross-sectional dependence for residuals |
scientific article |
Statements
Exponent of cross-sectional dependence for residuals (English)
0 references
20 February 2020
0 references
pair-wise correlations
0 references
cross-sectional dependence
0 references
cross-sectional averages
0 references
weak and strong factor models
0 references
CAPM and Fama-French factors
0 references