Robust Estimation of Conditional Factor Models
Year of publication: |
[2022]
|
---|---|
Authors: | Chen, Qihui |
Publisher: |
[S.l.] : SSRN |
Subject: | Robustes Verfahren | Robust statistics | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Schätztheorie | Estimation theory | Faktorenanalyse | Factor analysis | CAPM |
Extent: | 1 Online-Ressource (55 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 6, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4073236 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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