Efficient semiparametric estimation of the Fama-French model and extensions (Q2859070)
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scientific article; zbMATH DE number 6223212
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient semiparametric estimation of the Fama-French model and extensions |
scientific article; zbMATH DE number 6223212 |
Statements
6 November 2013
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additive models
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arbitrage pricing theory
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characteristic-based factor model
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kernel estimation
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nonparametric regression
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Efficient semiparametric estimation of the Fama-French model and extensions (English)
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