Measuring and modeling systematic risk in factor pricing models using high-frequency data
Year: 2003
Type: article
Source: Journal of Empirical Finance
Authors: Tim Bollerslev, Benjamin Y.B. Zhang
Institutions: National Bureau of Economic Research, Duke University
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
Funder: National Science Foundation
OpenAlex ID: W2002202884