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Models for expected returns with statistical factors
Working Papers
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Overview
authors
CUETO, J.M.
GRANE CHAVEZ, AUREA
CASCOS FERNANDEZ, IGNACIO
publication date
2019
series title
Working paper. Statistics and Econometrics
full text
http://hdl.handle.net/10016/28776
series number
19-12
Classification
keywords
asset pricing; bootstrap; cross-sectional regression; factor models; time series