Factor Models for Asset Returns Based on Transformed Factors

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

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Item Type: Article
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© 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:
  • Published (online): 3 October 2018
  • Accepted: 13 September 2018
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: 16 Oct 2024 15:04
Published Version: https://doi.org/10.1016/j.jeconom.2018.09.001
Status: Published online
Refereed: Yes
Identification Number: 10.1016/j.jeconom.2018.09.001
Open Archives Initiative ID (OAI ID):

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