Li, Jialiang, Zhang, Wenyang orcid.org/0000-0001-8391-1122 and Kong, Efang (2018) Factor Models for Asset Returns Based on Transformed Factors. Journal of Econometrics. pp. 432-448. ISSN 0304-4076
Metadata
Authors/Creators: |
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Copyright, Publisher and Additional Information: | © 2018 Elsevier B.V. This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy. |
Dates: |
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Institution: | The University of York |
Academic Units: | The University of York > Faculty of Sciences (York) > Mathematics (York) |
Depositing User: | Pure (York) |
Date Deposited: | 18 Sep 2018 13:50 |
Last Modified: | 04 Feb 2024 00:56 |
Published Version: | https://doi.org/10.1016/j.jeconom.2018.09.001 |
Status: | Published online |
Refereed: | Yes |
Identification Number: | https://doi.org/10.1016/j.jeconom.2018.09.001 |