Extending the Fama and French model with a long term memory factor (Q2030695): Difference between revisions
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| Property / DOI: 10.1016/j.ejor.2019.07.071 / rank | |||
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| Property / DOI: 10.1016/J.EJOR.2019.07.071 / rank | |||
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Latest revision as of 20:02, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extending the Fama and French model with a long term memory factor |
scientific article |
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Extending the Fama and French model with a long term memory factor (English)
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7 June 2021
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factor
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factor model
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Hurst
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long memory
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APT
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