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~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~person:"Feng, Long"
~subject:"Portfolio-Management"
~subject:"Schätzung"
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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High-dimensional test for alpha in linear factor pricing models with sparse alternatives
Feng, Long
;
Lan, Wei
;
Liu, Binghui
;
Ma, Yanyuan
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 152-175
Persistent link: https://www.econbiz.de/10013441842
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