Exponent of cross-sectional dependence for residuals (Q2297944): Difference between revisions
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Revision as of 14:05, 2 February 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)
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20 February 2020
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pair-wise correlations
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cross-sectional dependence
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cross-sectional averages
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weak and strong factor models
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CAPM and Fama-French factors
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