Weighing asset pricing factors: a least squares model averaging approach (Q5235457)
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scientific article; zbMATH DE number 7116177
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighing asset pricing factors: a least squares model averaging approach |
scientific article; zbMATH DE number 7116177 |
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Weighing asset pricing factors: a least squares model averaging approach (English)
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11 October 2019
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asset pricing
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HJ-distance
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model averaging
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model screening
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