Fama-French five-factor modeling: new evidence from a nonparametric method (Q6839074)
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scientific article; zbMATH DE number 8176547
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| English | Fama-French five-factor modeling: new evidence from a nonparametric method |
scientific article; zbMATH DE number 8176547 |
Statements
Fama-French five-factor modeling: new evidence from a nonparametric method (English)
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24 March 2026
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nonparametric method
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Fama-French factors
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high-frequency
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time-varying estimators
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conditional alpha
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conditional betas
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