Semiparametric estimation of a characteristic-based factor model of common stock returns
Year of publication: |
2007
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---|---|
Authors: | Connor, Gregory ; Linton, Oliver |
Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 14.2007, 5, p. 694-717
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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