Testing conditional factor models : a nonparametric approach
Yan Li; Liyan Yang
| Year of publication: |
2011
|
|---|---|
| Authors: | Li, Yan ; Yang, Liyan |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 18.2011, 5, p. 972-992
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| Subject: | Conditional CAPM | Conditional Fama-French three-factor model | Momentum | Nonparametric method | Size | Value | CAPM | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Theorie | Theory | Statistischer Test | Statistical test |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009492521