Systematic Comovement in Threshold Group-Factor Models
Year of publication: |
[2021]
|
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Authors: | Massacci, Daniele ; Rubin, Mirco ; Ruzzi, Dario |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätzung | Estimation | Theorie | Theory | Korrelation | Correlation | Börsenkurs | Share price | Aktienmarkt | Stock market |
Extent: | 1 Online-Ressource (65 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 28, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3846062 [DOI] |
Classification: | C12 - Hypothesis Testing ; C24 - Truncated and Censored Models ; c38 ; c55 ; F39 - International Finance. Other ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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