Testing conditional factor models: A nonparametric approach
| Year of publication: |
2011
|
|---|---|
| Authors: | Li, Yan ; Yang, Liyan |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 18.2011, 5, p. 972-993
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