Title of article
Semiparametric estimation of a characteristic-based factor model of common stock returns
Author/Authors
Gregory Connor، نويسنده , , Oliver Linton، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2007
Pages
24
From page
694
To page
717
Keywords
Arbitrage pricing theory , Nonparametric estimation , Kernel estimation , Characteristic-based factor model
Journal title
Journal of Empirical Finance
Serial Year
2007
Journal title
Journal of Empirical Finance
Record number
130872
Link To Document