Semiparametric Estimation of aCharacteristic-based Factor Model ofCommon Stock Returns
Year of publication: |
2006-09
|
---|---|
Authors: | Connor, Gregory ; Linton, Oliver |
Institutions: | Suntory and Toyota International Centres for Economics and Related Disciplines, LSE |
Subject: | characteristic-based factor model | arbitrage pricing theory | kernelestimation | nonparametric estimation |
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