Efficient Semiparametric Estimation of the Fama-French Model and Extensions (Q2859070)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Semiparametric Estimation of the Fama-French Model and Extensions |
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Efficient Semiparametric Estimation of the Fama-French Model and Extensions (English)
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6 November 2013
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additive models
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arbitrage pricing theory
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characteristic-based factor model
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kernel estimation
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nonparametric regression
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