Pages that link to "Item:Q2030695"
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The following pages link to Extending the Fama and French model with a long term memory factor (Q2030695):
Displaying 5 items.
- Long-term memory and applying the multi-factor ARFIMA models in financial markets (Q1421699) (← links)
- The impact of corporate lifecycle on Fama-French three-factor model (Q2155064) (← links)
- REEXAMINATION OF THE ROBUSTNESS OF THE FAMA-FRENCH THREE-FACTOR MODEL (Q2967845) (← links)
- Application of the Fama-French multi-factor model in Chinese bond markets during the recent financial crisis (Q3017049) (← links)
- Strategic trading with information acquisition and long-memory stochastic liquidity (Q6167433) (← links)