A combined approach to the inference of conditional factor models
Yan Li; Liangjun Su; Yuewu Xu
| Year of publication: |
2015
|
|---|---|
| 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
|
| Subject: | Conditional CAPM | Conditional factor models | Nonparametric method | Semiparametric method | Specification tests | Schätzung | Estimation | Nichtparametrisches Verfahren | Nonparametric statistics | CAPM | Schätztheorie | Estimation theory | Faktorenanalyse | Factor analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011390015