Work

Robust Estimation of Conditional Factor Models

Year: 2022

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.4073236

Author: Qihui Chen

Institution: Chinese University of Hong Kong, Shenzhen

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4225794137

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