Changes in the span of systematic risk exposures (Q6646160)
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scientific article; zbMATH DE number 7951807
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Changes in the span of systematic risk exposures |
scientific article; zbMATH DE number 7951807 |
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Changes in the span of systematic risk exposures (English)
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29 November 2024
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asset pricing
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high-frequency data
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latent factor model
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nonparametric test
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PCA
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systematic risk
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