Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets (Q6626296)

From MaRDI portal





scientific article; zbMATH DE number 7933413
Language Label Description Also known as
English
Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets
scientific article; zbMATH DE number 7933413

    Statements

    Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    28 October 2024
    0 references
    0 references
    0 references
    0 references

    Identifiers