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Testing conditional factor models: A nonparametric approach

✍ Scribed by Yan Li; Liyan Yang

Book ID: 116641811
Publisher: Elsevier Science
Year: 2011
Tongue: English
Weight: 684 KB
Volume: 18
Category: Article
ISSN: 0927-5398
DOI: 10.1016/j.jempfin.2011.07.004

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