文献
J-GLOBAL ID:202102281380496983
整理番号:21A0356022
高次元資産を持つ条件付き時変因子モデルにおけるアルファの試験【JST・京大機械翻訳】
Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets
著者 (7件):
Ma Shujie
(Department of Statistics, University of California at Riverside, Riverside, CA 92521 ())
,
Lan Wei
(Department of Statistics, University of California at Riverside, Riverside, CA 92521 ())
,
Lan Wei
(School of Statistics and Center of Statistical Research, Southwestern University of Finance and Economics, Chengdu 610074, China ())
,
Lan Wei
(School of Economics, Singapore Management University, Singapore 188065 ())
,
Lan Wei
(Graduate School of Management, University of California at Davis, Davis, CA 95616 ())
,
Su Liangjun
(School of Economics, Singapore Management University, Singapore 188065 ())
,
Tsai Chih-Ling
(Graduate School of Management, University of California at Davis, Davis, CA 95616 ())
資料名:
Journal of Business & Economic Statistics
(Journal of Business & Economic Statistics)
巻:
38
号:
1
ページ:
214-227
発行年:
2020年
JST資料番号:
W5938A
ISSN:
0735-0015
資料種別:
逐次刊行物 (A)
記事区分:
原著論文
発行国:
イギリス (GBR)
言語:
英語 (EN)