Tests of risk premia in linear factor models
From MaRDI portal
Publication:302111
DOI10.1016/j.jeconom.2009.01.013zbMath1429.62680MaRDI QIDQ302111
Publication date: 4 July 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.01.013
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