A combined approach to the inference of conditional factor models
Year of publication: |
2015
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Authors: | Li, Yan ; Su, Liangjun ; Xu, Yuewu |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 33.2015, 2, p. 203-220
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Subject: | Conditional CAPM | Conditional factor models | Nonparametric method | Semiparametric method | Specification tests | CAPM | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Faktorenanalyse | Factor analysis |
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