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Which Factors are Risk Factors in Asset Pricing? A Model Sc..:
Chib, Siddhartha
;
Zeng, Xiaming
Journal of Business & Economic Statistics. 38 (2019) 4 - p. 771-783 , 2019
Link:
https://doi.org/10.1080/07350015.2019.1573684
RT Journal T1 <Title>Which Factors are Risk Factors in Asset Pricing? A Model Scan Framework</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_07350015.2019.1573684&Exemplar=1&LAN=DE A1 Chib, Siddhartha A1 Zeng, Xiaming PB Informa UK Limited YR 2019 SN 0735-0015 SN 1537-2707 JF Journal of Business & Economic Statistics VO 38 IS 4 SP 771 OP 783 LK http://dx.doi.org/https://doi.org/10.1080/07350015.2019.1573684 DO https://doi.org/10.1080/07350015.2019.1573684 SF ELIB - SuUB Bremen
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