Factor models for asset returns based on transformed factors (Q1739597)
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scientific article; zbMATH DE number 7048278
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Factor models for asset returns based on transformed factors |
scientific article; zbMATH DE number 7048278 |
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Factor models for asset returns based on transformed factors (English)
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26 April 2019
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backfitting
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factor models
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generalised maximum likelihood ratio test
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kernel smoothing
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transformed factor
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0.86533964
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0.84000134
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0.8347194
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0.82865405
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0.8245797
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