Asset pricing in the Brazilian financial market : five-factor GAMLSS modeling
Year of publication: |
2023
|
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Authors: | Regis, Renan O. ; Ospina, Raydonal ; Silva, Wilton Bernardino da ; Cribari-Neto, Francisco |
Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 64.2023, 5, p. 2373-2409
|
Subject: | Asset pricing theory | Brazilian financial market | Fama-French model | Five-factor model | GAMLSS modeling | Brasilien | Brazil | CAPM | Finanzmarkt | Financial market | Theorie | Theory |
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