Evaluating factor pricing models using high-frequency panels (Q4586208)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6935690
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Evaluating factor pricing models using high-frequency panels |
scientific article; zbMATH DE number 6935690 |
Statements
Evaluating factor pricing models using high-frequency panels (English)
0 references
12 September 2018
0 references
panel
0 references
high frequency
0 references
time change
0 references
realized variance
0 references
Fama-French regression
0 references
0.7471104860305786
0 references
0.7304943799972534
0 references
0.7274644374847412
0 references
0.7206389307975769
0 references
0.7045092582702637
0 references
