High-frequency factor models and regressions (Q2305976)
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scientific article; zbMATH DE number 7180792
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | High-frequency factor models and regressions |
scientific article; zbMATH DE number 7180792 |
Statements
High-frequency factor models and regressions (English)
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20 March 2020
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factor model
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time-varying betas
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Fama-French factors
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idiosyncratic risk
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big data
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0.7978487610816956
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0.7962910532951355
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0.7930861115455627
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0.7710803747177124
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