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Semiparametric estimation of a characteristic-based factor model of common stock returns

✍ Scribed by Gregory Connor; Oliver Linton

Book ID: 116641619
Publisher: Elsevier Science
Year: 2007
Tongue: English
Weight: 794 KB
Volume: 14
Category: Article
ISSN: 0927-5398
DOI: 10.1016/j.jempfin.2006.10.001

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