Semiparametric Conditional Factor Models: Estimation and Inference.
| Autor: | Qihui Chen, Roussanov, Nikolai, Xiaoliang Wang |
|---|---|
| Zdroj: | NBER Working Papers; Oct2023, Issue 31745-31814, p1-55, 55p |
| Databáze: | Complementary Index |
| Externí odkaz: |
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| Autor: | Qihui Chen, Roussanov, Nikolai, Xiaoliang Wang |
|---|---|
| Zdroj: | NBER Working Papers; Oct2023, Issue 31745-31814, p1-55, 55p |
| Databáze: | Complementary Index |
| Externí odkaz: |
|