A Test for the Number of Factors in an Approximate Factor Model
Year of publication: |
1993
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Authors: | Connor, Gregory ; Korajczyk, Robert A. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 48.1993, 4, p. 1263-1292
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