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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=130872
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