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~isPartOf:"The Quarterly Journal of Finance : QJF"
~person:"Kelly, Bryan T."
~person:"Kraft, Holger"
~person:"Prokopczuk, Marcel"
~person:"Scaillet, Olivier"
~subject:"Estimation"
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How robust are empirical factor models to the choice of breakpoints?
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Voigts, Victoria
- In:
The Quarterly Journal of Finance : QJF
13
(
2023
)
4
,
pp. 1-68
Persistent link: https://www.econbiz.de/10014490274
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