Extending the Fama and French model with a long term memory factor (Q2030695)
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scientific article; zbMATH DE number 7356133
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extending the Fama and French model with a long term memory factor |
scientific article; zbMATH DE number 7356133 |
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Extending the Fama and French model with a long term memory factor (English)
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7 June 2021
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factor
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factor model
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Hurst
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long memory
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APT
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