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Semiparametric estimation of a characteristic-based factor model of stock returns / by Gregory Connor and Oliver Linton.
Lippincott Library HG4636 .C66 2000
Available
- Format:
- Book
- Author/Creator:
- Connor, Gregory.
- Series:
- LSE Financial Markets Group discussion paper series 0956-8549 ; no. 346.
- LSE Financial Markets Group discussion paper series, 0956-8549 ; no. 346
- Language:
- English
- Subjects (All):
- Stocks--Prices--Statistical methods.
- Stocks.
- Rate of return--Statistical methods.
- Rate of return.
- Estimation theory.
- Nonparametric statistics.
- Statistics.
- Stocks--Prices.
- Physical Description:
- 40 pages ; 21 cm.
- Place of Publication:
- London : Financial Markets Research Centre, London School of Economics, [2000]
- Notes:
- "March 2000".
- Includes bibliographical references.
- OCLC:
- 45042558
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