REEXAMINATION OF THE ROBUSTNESS OF THE FAMA-FRENCH THREE-FACTOR MODEL (Q2967845)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | REEXAMINATION OF THE ROBUSTNESS OF THE FAMA-FRENCH THREE-FACTOR MODEL |
scientific article |
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REEXAMINATION OF THE ROBUSTNESS OF THE FAMA-FRENCH THREE-FACTOR MODEL (English)
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2 March 2017
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multifactor model
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heteroskedasticity and autocorrelation of unknown form
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asymptotic variance
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alpha
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beta
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