REEXAMINATION OF THE ROBUSTNESS OF THE FAMA-FRENCH THREE-FACTOR MODEL (Q2967845)
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scientific article; zbMATH DE number 6690872
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| default for all languages | No label defined |
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| English | REEXAMINATION OF THE ROBUSTNESS OF THE FAMA-FRENCH THREE-FACTOR MODEL |
scientific article; zbMATH DE number 6690872 |
Statements
REEXAMINATION OF THE ROBUSTNESS OF THE FAMA-FRENCH THREE-FACTOR MODEL (English)
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2 March 2017
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multifactor model
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heteroskedasticity and autocorrelation of unknown form
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asymptotic variance
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alpha
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beta
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0.8475853
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0.8304416
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0.82037526
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0.81124854
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0.8103952
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0.81028724
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0.8086136
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0.80749357
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