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person:"Zimmermann, Klaus F."
subject:"Zeitreihenanalyse"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Pesaran, M. Hashem"
~person:"Wolters, Maik H."
~type_genre:"Non-commercial literature"
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Zeitreihenanalyse
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CAPM and Fama-French Factors
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Cross-section analysis
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Zimmermann, Klaus F.
Pesaran, M. Hashem
Wolters, Maik H.
Gao, Jiti
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Exponent of cross-sectional dependence for residuals
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2018
Persistent link: https://www.econbiz.de/10012583496
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