Showing 1 - 8 of 8
Persistent link: https://www.econbiz.de/10011390015
Persistent link: https://www.econbiz.de/10012619784
Persistent link: https://www.econbiz.de/10012116087
Persistent link: https://www.econbiz.de/10011818370
Persistent link: https://www.econbiz.de/10014584606
This paper develops a new methodology for estimating and testing conditional factor models in finance. We propose a two-stage procedure that naturally unifies the two existing approaches in the finance literature -- the parametric approach and the nonparametric approach. Our combined approach...
Persistent link: https://www.econbiz.de/10014162500
This paper develops a new methodology for estimating and testing conditional factor models in finance. We propose a two-stage procedure that naturally unifies the two existing approaches in the finance literature -- the parametric approach and the nonparametric approach. Our combined approach...
Persistent link: https://www.econbiz.de/10014144364
Persistent link: https://www.econbiz.de/10013464260