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Semiparametric estimation of a characteristic-based facto model of common stock returns
Connor, Gregory
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Linton, Oliver
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2006
Persistent link: https://www.econbiz.de/10003375920
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Efficient estimation of a semiparametric characteristic-based factor model of security returns
Connor, Gregory
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Hagmann, Matthias
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2007
Persistent link: https://www.econbiz.de/10003563511
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