Dynamic factors and asset pricing
Year of publication: |
2010
|
---|---|
Authors: | He, Zhongzhi Lawrence ; Huh, Sahn-wook ; Lee, Bong-soo |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 45.2010, 3, p. 707-737
|
Subject: | CAPM | Zustandsraummodell | State space model | Schätztheorie | Estimation theory | Experiment |
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